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Malassezia species are a major part of the normal mycobiota and colonize mainly sebum-rich skin regions of the body. This group of fungi cause a variety of infections such as pityriasis versicolor, folliculitis, and fungaemia. In particular, Malassezia sympodialis and its allergens have been associated with non-infective inflammatory diseases such as seborrheic dermatitis and atopic eczema. The aim of this study was to investigate the host response to M. sympodialis on oily skin (supplemented with oleic acid) and non-oily skin using an ex vivo human skin model. Host-pathogen interactions were analyzed by SEM, histology, gene expression, immunoassays and dual species proteomics. The skin response to M. sympodialis was characterized by increased expression of the genes encoding β-defensin 3 and RNase7, and by high levels of S100 proteins in tissue. Supplementation of oleic acid onto skin was associated with direct contact of yeasts with keratinocytes and epidermal damage. In oily conditions, there was increased expression of IL18 but no expression of antimicrobial peptide genes in the skin’s response to M. sympodialis. In supernatants from inoculated skin plus oleic acid, TNFα, IL-6, and IL1-β levels were decreased and IL-18 levels were significantly increased.