The major histocompatibility complex (MHC) is the most variable gene family known in vertebrates. Parasite-mediated selection (PMS) is believed to be the main force maintaining diversity at MHC genes, but it has proven hard to demonstrate the exact PMS regime that is acting in natural populations. Demonstrating contemporary selection on MHC alleles is not trivial, and previous work has been constrained by limited genetic tools, low sample sizes, short time scales and anticonservative statistical approaches. Here, we use a conservative statistical approach to examine associations between MHC genes and fitness components, using haplotypes of expressed MHC class II genes in a large sample of Soay sheep (Ovis aries) monitored over their lifetimes between 1989 and 2012. Of the eight MHC haplotypes (A-H) identified, we found that haplotype C was associated with decreased male breeding success, haplotype D was associated with increased female life span, and haplotype F was associated with decreased female life span. Consistent with the increased lifespan in females, haplotype D has increased in frequency throughout the study period. Our results suggest the existence of contemporary balancing selection on MHC class II genes in Soay sheep as might be expected under the hypotheses of rare allele advantage or fluctuating selection and do not support an effect of heterozygous advantage.