The major histocompatibility complex (MHC) genes are extremely polymorphic and this variation is assumed to be maintained by balancing selection. Cyclic interactions between pathogens and their hosts could generate such selection, and specific MHC alleles or heterozygosity at certain MHC loci have been shown to confer resistance against particular pathogens. Here we compare the temporal variation in allele frequencies of 23 MHC class I alleles with that of 23 neutral microsatellite markers in adult great reed warblers (a passerine bird) in nine successive cohorts. Overall, the MHC alleles showed a significantly higher variation in allele frequencies between cohorts than the microsatellite alleles, using a multi-variate genetic analysis (AMOVA). The frequency of two specific MHC alleles, A3e (P = 0.046) and B4b (P = 0.0018), varied more between cohorts than expected from random, whereas none of the microsatellite alleles showed fluctuations exceeding the expectation from stochastic variation. These results imply that the variation in MHC allele frequencies between cohorts is not a result of demographic events, but rather an effect of selection favouring different MHC alleles in different years.