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The coevolutionary dynamic of host–parasite associations varies from strictly local adaptations to diffuse guild coevolution. How innate and acquired immune responses modulate host resistance to parasitism and how host specificity and geographic scaling affect the efficacy of host response have consequences for range dynamics and biological invasions.Using reciprocal transplant experiments, we tested whether local or diffuse coevolution shapes host response to parasitism in the host–parasite association between bitterling fishes and larval stages (glochidia) of freshwater mussels from Europe and East Asia.We found that glochidia initially indiscriminately attached to all study host species, but immune responses elicited significant differences in host responses within 24 h of infection, which intensified during glochidial development. European bitterlings were more resistant to European glochidia and Asian bitterlings to Asian glochidia, with the strongest geographic bias in resistance in the Asian bitterling hosts.This finding suggests a strong effect of local adaptation but also indicates the non‐negligible role of coevolutionary hotspots. Low natural glochidia load on bitterling species overall hence arise from competent immune response rather than glochidia avoidance behaviour. Bitterling immune response is primarily innate and not acquired.Overall, our data demonstrate the complex outcome of parasite pressure on the evolution of host resistance, and important role of geographically structured coevolution in shaping host response. [ABSTRACT FROM AUTHOR]