The black-footed ferret (Mustela nigripes) is a star example of the efforts of conservation programs in bringing endangered species back from the brink of extinction. As one of the world’s most endangered mammals, the vast majority of black-footed ferrets living in the wild today are the offspring of a founding captive population. The success of this ongoing breeding program, however, is threatened by inbreeding depression and the observed decline in pregnancy rates since its founding. As the wild and modern captive populations share a genetic history, the greatest difference between the two groups is the captive environment of the breeding program. In this study, we used RNA sequencing and proteomics for the first time in black-footed ferrets to explore whether the diet of wild ferrets versus captive diet variants could explain the differences in fertility and sperm characteristics observed between each population. We find that changes in both the transcriptional and proteomic profile of black-footed ferret ejaculate are strongly associated with differences in fertility, especially in pathways associated with innate immunity and metabolism; that transcriptional changes are further exacerbated by diet. Overall, our results support the hypothesis of ongoing environmental-dependent inbreeding depression in the black-footed ferret, with a need to re-evaluate dietary and environmental parameters of the conservation program; and also illustrates the value of multi-level genomics for conservation management programs.