Background Standing genetic variation is important especially in immune response-related genes because of threats to wild populations like the emergence of novel pathogens. Genetic variation at the major histocompatibility complex (MHC), which is crucial in activating the adaptive immune response, is influenced by both natural selection and historical population demography, and their relative roles can be difficult to disentangle. To provide insight into the influences of natural selection and demography on MHC evolution in large populations, we analyzed geographic patterns of variation at the MHC class II DRB exon 2 locus in mule deer (Odocoileus hemionus) using sequence data collected across their entire broad range. Results We identified 31 new MHC-DRB alleles which were phylogenetically similar to other cervid MHC alleles, and one allele that was shared with white-tailed deer (Odocoileus virginianus). We found evidence for selection on the MHC including high dN/dS ratios, positive neutrality tests, deviations from Hardy–Weinberg Equilibrium (HWE) and a stronger pattern of isolation-by-distance (IBD) than expected under neutrality. Historical demography also shaped variation at the MHC, as indicated by similar spatial patterns of variation between MHC and microsatellite loci and a lack of association between genetic variation at either locus type and environmental variables. Conclusions Our results show that both natural selection and historical demography are important drivers in the evolution of the MHC in mule deer and work together to shape functional variation and the evolution of the adaptive immune response in large, well-connected populations.