Major histocompatibility (MHC) genes encode proteins that play a central role in vertebrates adaptive immunity to parasites. MHC loci are among the most polymorphic in vertebrates genomes, inspiring many studies to identify evolutionary processes driving MHC polymorphism within populations, and divergence between populations. Leading hypotheses include balancing selection favoring rare alleles within populations, and spatially divergent selection. These hypotheses do not always produce diagnosably distinct predictions, causing many studies of MHC to yield inconsistent or ambiguous results. We suggest a novel strategy to distinguish balancing versus divergent selection on MHC, taking advantage of natural admixture between parapatric populations. With divergent selection, immigrant alleles will be more infected and less fit because they are susceptible to novel parasites in their new habitat. With balancing selection, locally-rare immigrant alleles will be more fit (less infected). We tested these contrasting predictions using threespine stickleback from three replicate pairs of parapatric lake and stream habitats. We found numerous positive and negative associations between particular MHC IIb; alleles and particular parasite taxa. A few allele-parasite comparisons supported balancing selection, others supported divergent selection between habitats. But, there was no overall tendency for fish with immigrant MHC alleles to be more or less heavily infected. Instead, locally rare MHC alleles (not necessarily immigrants) were associated with heavier infections. Our results illustrate the complex relationship between MHC IIb; allelic variation and spatially varying multi-species parasite communities: different hypotheses may be concurrently true for different allele-parasite combinations.