Although challenging to detect in wild populations, phylogenetic congruence between marine fish and its microbiome is critical, as it highlights intimate associations between hosts and ecologically relevant microbial symbionts. Our study leverages a natural system of closely related fish species in the Southern Ocean to unveil new insights into the contribution of host evolutionary trajectory on gut microbiome assembly, an underappreciated driver of the global marine fish holobiont. Notably, we unveiled striking evidence of co-diversification between Harpagifer and its microbiome, demonstrating both phylosymbiosis of gut bacterial communities and co-phylogeny of some specific bacterial symbionts, mirroring the host diversification patterns. Given Harpagifer's significance as a trophic resource in coastal areas and its vulnerability to climatic and anthropic pressures, understanding the potential evolutionary interdependence between the hosts and its microbiome provides valuable microbial candidates for future monitoring, as they may play a pivotal role in host species acclimatization to a rapidly changing environment.