Yersinia pestis is a historically important vector-borne pathogen causing plague in humans and other mammals. Contemporary zoonotic infections with Y. pestis still occur in sub-Saharan Africa, including Tanzania and Madagascar, but receive relatively little attention. Thus, the role of wildlife reservoirs in maintaining sylvatic plague and spillover risks to humans is largely unknown. The multimammate rodent Mastomys natalensis is the most abundant and widespread rodent in peri-domestic areas in Tanzania, where it plays a major role as a Y. pestis reservoir in endemic foci. Yet, how M. natalensis’ immunogenetics contributes to the maintenance of plague has not been investigated to date. Here, we surveyed wild M. natalensis for Y. pestis vectors, i.e., fleas, and tested for the presence of antibodies against Y. pestis using enzyme-linked immunosorbent assays (ELISA) in areas known to be endemic or without previous records of Y. pestis in Tanzania. We characterized the allelic and functional (i.e., supertype) diversity of the major histocompatibility complex (MHC class II) of M. natalensis and investigated links to Y. pestis vectors and infections. We detected antibodies against Y. pestis in rodents inhabiting both endemic areas and areas considered non-endemic. Of the 111 nucleotide MHC alleles, only DRB*016 was associated with an increased infestation with the flea Xenopsylla. Surprisingly, we found no link between MHC alleles or supertypes and antibodies of Y. pestis. Our findings hint, however, at local adaptations towards Y. pestis vectors, an observation that more exhaustive sampling could unwind in the future.