For more than two decades, the cheetah (Acinonyx jubatus) has been considered a paradigm of disease vulnerability associated with low genetic diversity, particularly at the immune genes of the major histocompatibility complex (MHC). Cheetahs have been used as a classic example in numerous conservation genetics textbooks as well as in many related scientific publications. However, earlier studies used methods with low resolution to quantify MHC diversity and/or small sample sizes. Furthermore, high disease susceptibility was reported only for captive cheetahs, whereas free-ranging cheetahs show no signs of infectious diseases and a good general health status. We examined whether the diversity at MHC class I and class II-DRB loci in 149 Namibian cheetahs was higher than previously reported using single-strand conformation polymorphism analysis, cloning, and sequencing. MHC genes were examined at the genomic and transcriptomic levels. We detected ten MHC class I and four class II-DRB alleles, of which nine MHC class I and all class II-DRB alleles were expressed. Phylogenetic analyses and individual genotypes suggested that the alleles belong to four MHC class I and three class II-DRB putative loci. Evidence of positive selection was detected in both MHC loci. Our study indicated that the low number of MHC class I alleles previously observed in cheetahs was due to a smaller sample size examined. On the other hand, the low number of MHC class II-DRB alleles previously observed in cheetahs was further confirmed. Compared with other mammalian species including felids, cheetahs showed low levels of MHC diversity, but this does not seem to influence the immunocompetence of free-ranging cheetahs in Namibia and contradicts the previous conclusion that the cheetah is a paradigm species of disease vulnerability.