Genome-wide analyses of two Neandertals and a Denisovan have shown that these archaic humans had lower genetic heterozygosity than present-day people. A similar reduction in genetic diversity of protein-coding genes (gene diversity) was found in exome sequences of three Neandertals. Reduced gene diversity, particularly in genes involved in immunity, may have important functional consequences. In fact, it has been suggested that reduced diversity in immune genes may have contributed to Neandertal extinction. We therefore explored gene diversity in different human groups, and at different time points on the Neandertal lineage, with a particular focus on the diversity of genes involved in innate immunity and genes of the Major Histocompatibility Complex (MHC).We find that the two Neandertals and a Denisovan have similar gene diversity, all significantly lower than any present-day human. This is true across gene categories, with no gene set showing an excess decrease in diversity compared with the genome-wide average. Innate immune-related genes show a similar reduction in diversity to other genes, both in present-day and archaic humans. There is also no observable decrease in gene diversity over time in Neandertals, suggesting that there may have been no ongoing reduction in gene diversity in later Neandertals, although this needs confirmation with a larger sample size. In both archaic and present-day humans, genes with the highest levels of diversity are enriched for MHC-related functions. In fact, in archaic humans the MHC genes show evidence of having retained more diversity than genes involved only in the innate immune system.