Coevolutionary interactions, from the delicate co-dependency in mutualistic interactions to the antagonistic relationship of hosts and parasites, are a ubiquitous driver of adaptation. Surprisingly, little is known about the genomic processes underlying coevolution in an ecological context. However, species comprise genetically differentiated populations that interact with temporally variable abiotic and biotic environments. We discuss the recent advances in coevolutionary theory and genomics as well as shortcomings, to identify coevolving genes that take into account this spatial and temporal variability of coevolution, and propose a practical guide to understand the dynamic of coevolution using an ecological genomics lens.