Over the last decade, it has been noticed that microbial pathogens and pests deliver small RNA (sRNA) effectors into their host plants to manipulate plant physiology and immunity for infection, known as cross kingdom RNA interference. In this process, fungal and oomycete parasite sRNAs hijack the plant ARGONAUTE (AGO)/RNA-induced silencing complex to post-transcriptionally silence host target genes. We hereby describe the methodological details of how we recovered cross kingdom sRNA effectors of the oomycete pathogen Hyaloperonospora arabidopsidis during infection of its host plant Arabidopsis thaliana. This Bio-protocol contains two parts: first, a detailed description on the procedure of plant AGO/sRNA co-immunopurification and sRNA recovery for Illumina high throughput sequencing analysis. Second, we explain how to perform bioinformatics analysis of sRNA sequence reads using a Galaxy server. In principle, this protocol is suitable to investigate AGO-bound sRNAs from diverse host plants and plant-interacting (micro)organisms.