Pathogen-driven balancing selection is thought to maintain polymorphism in major histocompatibility (MH) genes. However, there have been few empirical demonstrations of selection acting on MH loci in natural populations. To determine whether natural selection on MH genes has fitness consequences for wild Atlantic salmon in natural conditions, we compared observed genotype frequencies of Atlantic salmon (Salmo salar) surviving in a river six months after their introduction as eggs with frequencies expected from parental crosses. We found significant differences between expected and observed genotype frequencies at the MH class II alpha locus, but not at a MH class I-linked microsatellite or at seven non-MH-linked microsatellite loci. We therefore conclude that selection at the MH class II alpha locus was a result of disease-mediated natural selection, rather than any demographic event. We also show that survival was associated with additive allelic effects at the MH class II alpha locus. Our results have implications for both the conservation of wild salmon stocks and the management of disease in hatchery fish. We conclude that natural or hatchery populations have the best chance of dealing with episodic and variable disease challenges if MH genetic variation is preserved both within and among populations.