African mole-rats are a family of rodents exhibiting an eclectic range of social behaviour and occupying a variety of habitat types. These differences are likely to impact upon the risk of parasite transmission and virulence, with increasing sociality predicted to correspond to an increased risk of transmission. We investigate these factors by analysing the major histocompatibility complex (MHC), a set of genes responsible for encoding highly variable intermediaries of the vertebrate adaptive immune response. To this end we assessed selection at exons 2 and 3 of the MHC class II DQ1 gene of four African mole-rat species representing a range of social behaviours. We demonstrate that: (i) the overall pattern of selection at these exons differentiates according to the predicted function of different regions, with the presence of positive selection indicating the likely influence of host–parasite coevolution; and (ii) contrary to the often observed and predicted positive correspondence between sociality and the risk of parasite transmission, two highly social African mole-rat species in fact appear to have comparatively weak positive selection, suggesting diminished host immunity and thus a low overall risk of parasite transmission.