Macronutrients, such as proteins and fats, play a vital role in host immunity and can influence host-pathogen dynamics, potentially through dietary effects on gut microbiota. To increase our understanding of how feeding behavior and macronutrient selection are influenced by a direct and perceived immune threat and whether shifts in macronutrient intake affect the composition of the gut microbiome, we conducted two experiments. First, we determined if zebra finches (Taeniopygia guttata) exhibit shifts in physiology and gut microbiota when fed diets differing in macronutrient ratios. Second, we simulated an infection in birds using the bacterial endotoxin lipopolysaccharide (LPS) and quantified feeding behavior in immune challenged and control individuals, as well as birds housed near either a control pair (no immune threat), or birds housed near a pair given an immune challenge with LPS (social cue of heightened infection risk). We also examined whether social cues of infection alter physiological responses relevant to responding to an immune threat, an effect that could be mediated through shifts in feeding behavior. In the first experiment, protein diets decreased the abundance of the bacterial Phylum Campylobacterota. Further, diet treatment disrupted relationships between gut microbiota alpha diversity and physiological metrics. In the second experiment, LPS induced a reduction in caloric intake driven by a decrease in protein, but not fat consumption. No evidence was found for socially induced shifts in feeding behavior, physiology, or gut microbiota. However, fat consumption decreased gut microbial diversity regardless of treatment. Our findings carry implications for host health, as sickness-induced anorexia and diet-induced shifts in the microbiome could shape host-pathogen interactions.