The diversity of exon-2 (peptide-binding region) of the DQB1 locus (Class II, major histocompatibility complex, MHC) was investigated on an extended sample of populations of three focal cetacean species (two sibling delphinid species and another in the same family). We tested the hypothesis that dolphin populations with a worldwide distribution across different habitats and geographic regions will be under differential selective pressure by comparing DQB1 variation with variation at neutral markers and by investigating putative functional residues within the exon-2 sequence at the population level. Variation at the DQB1 locus was not correlated to neutral differentiation (assessed by comparison with microsatellite DNA markers), and overall F(ST) values were significantly lower for the MHC locus, consistent with expectations for balancing selection. Measures of heterozygosity and d(n)/d(s) ratios were also consistent with balancing selection. However, outliers in the F(ST) comparisons and the analysis of putative functional residues suggested incidences of directional selection in local populations.