Individuals in natural populations are frequently exposed to a wide range of pathogens. Given the diverse profile of gene products involved in responses to different types of pathogen, this potentially results in complex pathogen-specific selection pressures acting on a broad spectrum of immune system genes in wild animals. Thus far, studies into the evolution of immune genes in natural populations have focused almost exclusively on the Major Histocompatibility Complex (MHC). However, the MHC represents only a fraction of the immune system and there is a need to broaden research in wild species to include other immune genes. Here, we examine the evidence for natural selection in a range of non-MHC genes in a natural population of field voles (Microtus agrestis). We concentrate primarily on genes encoding cytokines, signalling molecules critical in eliciting and mediating immune responses and identify signatures of natural selection acting on several of these genes. In particular, genetic diversity within Interleukin 1 beta and Interleukin 2 appears to have been maintained through balancing selection. Taken together with previous findings that polymorphism within these genes is associated with variation in resistance to multiple pathogens, this suggests that pathogen-mediated selection may be an important force driving genetic diversity at cytokine loci in voles and other natural populations. These results also suggest that, along with the MHC, preservation of genetic variation within cytokine genes should be a priority for the conservation genetics of threatened wildlife populations.