White-nose syndrome (WNS) has devastated populations of hibernating bats in eastern North America, leading to emergency conservation listings for several species including the previously ubiquitous little brown myotis (Myotis lucifugus). However, some bat populations near the epicenter of the white-nose syndrome panzootic appear to be stabilizing after initial precipitous declines, which could reflect a selective immunogenetic sweep. To investigate the hypothesis that WNS exerts significant selection on the immunome of affected bat populations, we developed a novel, high-throughput sequence capture assay targeting 138 adaptive, intrinsic, and innate immunity genes of putative adaptive significance, as well as their respective regulatory regions (~370-kbp of genomic sequence/individual). We used the assay to explore baseline immunogenetic variation in M. lucifugus and to investigate whether particular immune genes/variants are associated with WNS susceptibility. We also used our assay to detect 1,038 putatively neutral single-nucleotide polymorphisms and characterize contemporary population structure, providing context for the identification of local immunogenetic adaptation. Sequence capture provided a cost-effective, ‘all-in-one’ assay to test for neutral genetic and immunogenetic structure and revealed fine-scale, baseline immunogenetic differentiation between sampling sites < 600 kilometers apart. We identified functional immunogenetic variants in M. lucifugus associated with WNS susceptibility. This study lays the foundations for future investigations of range-wide immunogenetic adaptation to white-nose syndrome in M. lucifugus, and provides a blueprint for studies of evolutionary rescue in other host-pathogen systems.