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Subgroup analysis has emerged as an important tool to identify unknown subgroup memberships in the presence of heterogeneity. However, much of the existing work focused on the low-dimensional scenario where only a few candidate variables are considered for modeling the subgroup membership. In this paper, we propose a two-component structured mixture model with a Bayesian variable selection approach for identifying predictive and prognostic variables separately in the high-dimensional setting. By employing spike and slab priors, we achieve the selection of predictive and prognostic variables and the estimation of the treatment effect in the selected subgroup simultaneously. We establish theoretical properties by showing strong variable selection consistency and posterior contraction behavior of our method, and demonstrate its performance using simulation studies. Finally, we apply the proposed method to data from the National Supported Work and the AIDS Clinical Trials Group 320 study, identifying predictive and prognostic variables associated with subgroups exhibiting differential treatment effects.