Current discussions in evolutionary ecology and conservation genetics focus on the relative importance of using selective neutral markers or markers of coding genes to identify adaptive and evolutionary relevant processes. Genetic diversity might be particularly important in immune genes (e.g., in genes of the major histocompatibility complex, MHC), which are influencing pathogen and parasite resistance. We investigated the effects of neutral versus adaptive genetic variation in parasite resistance in a natural population of fat-tailed dwarf lemurs (Cheirogaleus medius). No association between neutral overall individual genetic diversity and parasite load could be detected. In 149 individuals, we identified 50 MHC class II alleles of the functionally important duplicated DRB locus. The investigation of the functional importance of immune gene (MHC) diversity and parasite selection in natural populations is often problematic due to extensive polymorphism in the MHC genes and restrictions in available sample sizes. Here, for the first time we applied an approach that has been developed in human medical studies. Eleven MHC class II supertypes were identified based on shared antigen-binding similarities. The number of individual MHC supertypes had no influence on the nematode burden. However, we found evidence for a specific MHC supertype (supertype 1) that was linked to infected individuals, a higher number of different nematode infections and high intensity of infection per individual. Moreover, one rare MHC supertype (supertype 7) was revealed to be advantageous with respect to parasite burden. Thus, our results add evidence to the small body of studies that show significant associations between specific MHC constitutions and naturally occurring parasites in the complexity of natural populations.