We consider a fluid-structure interaction system coupling a viscous fluid governed by the compressible Navier-Stokes equations and a rigid body immersed in the fluid and modeled by the Newton's law. In this work, we consider the Navier slip boundary conditions. Our aim is to show the local in time existence and uniqueness of the strong solution to the corresponding problem. The main step of this work is that we use Lagrangian change of variables in order to handle the transport equation and to reduce the problem in the initial domain. However, the specificity here is that the Lagrangian coordinates do not coincide with the Eulerian coordinates at the boundaries since we consider slip boundary conditions. Therefore, it brings some extra nonlinear terms in the boundary conditions. The strategy is based on the study of the linearized system with nonhomogeneous boundary conditions and on the Banach fixed point theorem.