A number of recent studies have shown the importance of the mammalian gut microbiome in host health. In the context of endangered species, a few studies have examined the relationship between the gut microbiome in wild versus captive populations due to digestive and other health issues. Unfortunately, the results seem to vary across taxa in terms of captive animals having higher, lower, or equivalent microbiome diversity relative to their wild counterparts. Here, we focus on the black rhinoceros as captive animals suffer from a number of potentially dietary related health effects. We compared gut microbiomes of wild and captive black rhinos to test for differences in taxonomic diversity (alpha and beta) and in functional diversity of the microbiome. We incorporated a more powerful metagenomic shotgun sequencing approach rather than a targeted amplification of the 16S gene for taxonomic assignment of the microbiome. Our results showed no significant differences in the alpha diversity levels between wild and captive black rhinos, but significant differences in beta diversity. We found that bacterial taxa traditionally associated with ruminant guts of domesticated animals had higher relative abundances in captive rhinos. Our metagenomic sequencing results suggest that unknown gut microbes of wild rhinos are being replaced by those found in conventional human-domesticated livestock. Wild rhinos have significantly different functional bacterial communities compared to their captive counterparts. Functional profiling results showed greater abundance of glycolysis and amino acid synthesis pathways in captive rhino microbiomes, representing an animal receiving sub-optimal nutrition with a readily available source of glucose but possibly an imbalance of necessary macro and micronutrients. Given the differences observed between wild and captive rhino gut microbiomes, we make a number of recommendations for potentially modifying captive gut microbiome to better reflect their wild counterparts and thereby hopefully improve overall rhino health in captivity.