Abstract Paramuricea clavata is an ecosystem architect of the Mediterranean temperate reefs that is currently threatened by episodic mass mortality events related to global warming. The microbiome may play an active role in the thermal stress susceptibility of corals, potentially holding the answer as to why corals show differential sensitivity to heat stress. To investigate this, the prokaryotic and eukaryotic microbiome of P. clavata collected from around the Mediterranean was characterised before experimental heat stress to determine if its microbial composition influences the thermal response of the holobiont. We found that members of P. clavata’s microeukaryotic community were significantly correlated with thermal stress sensitivity. Syndiniales from the Dino‐Group I Clade 1 were significantly enriched in thermally resistant corals, while the apicomplexan corallicolids were significantly enriched in thermally susceptible corals. We hypothesise that P. clavata mortality following heat stress may be caused by a shift from apparent commensalism to parasitism in the corallicolid‐coral host relationship driven by the added stress. Our results show the potential importance of corallicolids and the rest of the microeukaryotic community of corals to understanding thermal stress response in corals and provide a useful tool to guide conservation efforts and future research into coral‐associated microeukaryotes.