In this study, we used 16S rRNA gene amplicon sequencing to investigate prokaryotic community composition of the Caribbean sponges Xestospongia muta and Agelas sventres from three depth ranges: < 30 m (shallow), 30–60 m (upper mesophotic), and 60–90 m (lower mesophotic). The prokaryotic community in shallow samples of X. muta was enriched in Cyanobacteria, Chloroflexota, and Crenarchaeota compared to samples from mesophotic depths, while mesophotic samples of X. muta were enriched in Acidobacteriota. For A. sventres, relative abundance of Acidobacteriota, Chloroflexota, and Gammaproteobacteria was higher in shallow samples, while Proteobacteria and Crenarchaeota were enriched in mesophotic A. sventres samples. Antimicrobial activity was evaluated by screening crude extracts of sponges against a set of Gram-positive and Gram-negative bacteria, a yeast, and an oomycete. Antibacterial activities from crude extracts of shallow sponge individuals were generally higher than observed from mesophotic individuals, that showed limited or no antibacterial activities. Conversely, the highest anti-oomycete activity was found from crude extracts of X. muta individuals from lower mesophotic depth, but without a clear pattern across the depth gradient. These results indicate that sponge-associated prokaryotic communities and the antimicrobial activity of sponges change within species across a depth gradient from shallow to mesophotic depth.