Mycobacterium bovis causes bovine tuberculosis (bTB), an infectious disease of cattle that poses a zoonotic threat to humans. Research has shown that bTB susceptibility is a heritable trait, and that the peripheral blood (PB) transcriptome is perturbed during bTB disease. Hitherto, no study has integrated PB transcriptomic, genomic and GWAS data to study bTB disease, and little is known about the genomic architecture underpinning the PB transcriptional response to M. bovis infection. Here, we perform transcriptome profiling of PB from 63 control and 60 confirmed M. bovis infected animals and detect 2,592 differently expressed genes that perturb multiple immune response pathways. Leveraging imputed genome-wide SNP data, we characterise thousands of cis- and trans-expression quantitative trait loci (eQTLs) and show that the PB transcriptome is substantially impacted by intrapopulation genomic variation. We integrate our gene expression data with summary statistics from multiple GWAS data sets for bTB susceptibility and perform the first transcriptome-wide association study (TWAS) in the context of tuberculosis disease. From this TWAS, we identify 136 functionally relevant genes (including RGS10, GBP4, TREML2, and RELT) and provide important new omics data for understanding the host response to mycobacterial infections that cause tuberculosis in mammals.