The evolution of sex is still a major unsolved puzzle in biology. One of the most promising theoretical models to answer this question is the Red Queen hypothesis. The Red Queen hypothesis proposes a fast adaptation of pathogens to common genotypes and therefore a negative frequency-dependent selection against common genotypes. Clonal organisms should be especially endangered when co-occurring with closely related sexual species. In this context, major histocompatibility (MHC) genes have been discussed to be auspicious candidates that could provide the genetic basis on which selection for immune competence could act. In this study, we investigated MHC variability in a clonal teleost fish: the Amazon molly, Poecilia formosa. The Amazon molly is an ideal candidate to test the Red Queen hypothesis as it is a clonal species but co-occurs with a closely related sexual species and should therefore be especially susceptible to pathogen infection. We found that allele numbers did in general not differ between sexual and clonal ‘species’ but that genotypic variability is reduced in the clonally reproducing fish, especially in the polyploids. We conclude that in clonal organisms, genotype frequency might be more important for immune competence than MHC allele number. Amazon mollies and their co-occurring parental species clearly fulfil a prerequisite of the Red Queen hypothesis and should therefore provide an ideal system to experimentally test this basic principle probably underlying the evolution of sex.