The Rag2 knockout (KO) mouse is one of the most popular immune compromised animal models used in biomedical research. The immune compromised state concurrently alters many signalling pathways and molecules, including miRNAs and mRNA transcripts that are involved in important biological processes. In addition, miRNAs and transcripts are interdependent, often forming a feedback loop; dysregulation in one might alter the expression of the other, and both participate in many physiological processes including immune regulation. Here, we describe a comprehensive dataset containing alterations in the expression of both miRNAs and mRNAs in Rag2 KO mice compared to their wild type counterparts. The miRNA and mRNA expression profiles were generated from total RNA using a miRNA expression microarray or a BeadChip microarray, respectively. Hence, this dataset will provide the groundwork for a comparative study of the miRNAs and mRNAs that are dysregulated in Rag2 KO mice. It is hoped that the data will illuminate how miRNAs mediate immune regulation, as well as the interaction between miRNAs and mRNAs in Rag2 KO mice.