Environmental gradients can influence morpho-physiological and life-history differences in natural populations. It is unclear, however, to what extent such gradients can also modulate phenotypic differences in other organismal characteristics such as the structure and function of host-associated microbial communities. In this work, we addressed this question by assessing intra-specific variation in the diversity, structure and function of environmental-associated (sediment and water) and animal-associated (skin and gut) microbiota along an environmental gradient of pollution in one of the most urbanized coastal areas in the world. Using the tropical sea cucumber Holothuria leucospilota, we tested the interplay between deterministic (e.g., environmental/host filtering) and stochastic (e.g., random microbial dispersal) processes underpinning host-microbiome interactions and microbial assemblages. Overall, our results indicate that microbial communities are complex and vary in structure and function between the environment and the animal hosts. However, these differences are modulated by the level of pollution across the gradient with marked clines in alpha and beta diversity. Yet, such clines and overall differences showed opposite directions when comparing environmental- and animal-associated microbial communities. In the sea cucumbers, intrinsic characteristics (e.g., body compartments, biochemistry composition, immune systems), may underpin the observed intra-individual differences in the associated microbiomes, and their divergence from the environmental source. Such regulation favours specific microbial functional pathways that may play an important role in the survival and physiology of the animal host, particularly in high polluted areas. These findings suggest that the interplay between both, environmental and host filtering underpins microbial community assembly in H. leucospilota along the pollution gradient in Hong Kong.