Animal species differ considerably in their ability to fight off infections. Finding the genetic basis of these differences is not easy, as the immune response is comprised of a complex network of proteins that interact with one another to defend the body against infection. Here, we used population- and comparative genomics to study the evolutionary forces acting on the innate immune system in natural hosts of avian influenza virus (AIV). For this purpose, we used a combination of hybrid capture, next generation sequencing and published genomes to examine genetic diversity, divergence and signatures of selection in 127 innate immune genes at a micro- and macroevolutionary time scale in 26 species of waterfowl. We show across multiple immune pathways (AIV-, toll-like-, and RIG-I like receptors signalling pathways) that genes involved in pathogen detection (i.e. toll-like receptors) and direct pathogen inhibition (i.e. antimicrobial peptides and interferon-stimulated genes), as well as host proteins targeted by viral antagonist proteins (i.e. MAVS) are more likely to be polymorphic, genetically divergent and under positive selection than other innate immune genes. Our results demonstrate that selective forces vary across innate immune signalling pathways in waterfowl, and we present candidate genes that may contribute to differences in susceptibility and resistance to infectious diseases in wild birds, and that may be manipulated by viruses. Our findings improve our understanding of the interplay between host genetics and pathogens, and offer the opportunity for new insights into pathogenesis and potential drug targets.