Pathogen evasion of the host immune system is a key force driving extreme polymorphism in genes of the major histocompatibility complex (MHC). Although this gene family is well characterized in structure and function, there is still much debate surrounding the mechanisms by which MHC diversity is selectively maintained. Many studies have investigated relationships between MHC variation and specific pathogens, and have found mixed support for and against the hypotheses of heterozygote advantage, frequency-dependent or fluctuating selection. Few, however, have focused on the selective effects of multiple parasite types on host immunogenetic patterns. Here, we examined relationships between variation in the equine MHC gene, ELA-DRA, and both gastrointestinal (GI) and ectoparasitism in plains zebras (Equus quagga). Specific alleles present at opposing population frequencies had antagonistic effects, with rare alleles associated with increased GI parasitism and common alleles with increased tick burdens. These results support a frequency-dependent mechanism, but are also consistent with fluctuating selection. Maladaptive GI parasite ‘susceptibility alleles’ were reduced in frequency, suggesting that these parasites may play a greater selective role at this locus. Heterozygote advantage, in terms of allele mutational divergence, also predicted decreased GI parasite burden in genotypes with a common allele. We conclude that an immunogenetic trade-off affects resistance/susceptibility to parasites in this system. Because GI and ectoparasites do not directly interact within hosts, our results uniquely show that antagonistic parasite interactions can be indirectly modulated through the host immune system. This study highlights the importance of investigating the role of multiple parasites in shaping patterns of host immunogenetic variation.