Malaria parasites are a widespread and species-rich group infecting many wild populations of mammals, birds and reptiles. Studies on humans have demonstrated that genetic factors play a key role in the susceptibility and outcome of malaria infections. Until the present study, it has not been examined whether genetic variation in hosts is important for the outcome of malaria infections in natural avian populations. We investigated associations between major histocompatibility complex (MHC) genes and prevalence of three different avian malaria parasites (Haemoproteus payevshyi (GRW1), Plasmodium sp. (GRW2) and Plasmodium sp. (GRW4)) in a long-term study of great reed warblers Acrocephalus arundinaceus. We hypothesized that the MHC genes could either give full protection against a malaria infection, or confer protection against lethal malaria and direct the infection towards being milder. We found a positive association between numbers of MHC class I alleles (a measure of level of heterozygosity) and prevalence of the GRW2 parasite, suggesting the latter scenario. There was also a positive association between a specific MHC allele (B4b), previously shown to be under frequency-dependent selection in the study population, and prevalence of GRW2. These associations suggest that individuals carrying either a large number of MHC alleles or a specific MHC allele are protected against lethal malaria infections.