Interactions between hosts and parasites provide an ongoing source of selection that promotes the evolution of a variety of features in the interacting species. Here, we use a genetically explicit mathematical model to explore how patterns of gene expression evolve at genetic loci responsible for host resistance and parasite infection. Our results reveal the striking yet intuitive conclusion that gene expression should evolve along very different trajectories in the two interacting species. Specifically, host resistance loci should frequently evolve to co-express alleles, whereas parasite infection loci should evolve to express only a single allele. This result arises because hosts that co-express resistance alleles are able to recognize and clear a greater diversity of parasite genotypes. By the same token, parasites that co-express antigen or elicitor alleles are more likely to be recognized and cleared by the host, and this favours the expression of only a single allele. Our model provides testable predictions that can help interpret accumulating data on expression levels for genes relevant to host-parasite interactions.