Peacocks are a classic example of sexual selection, where females preferentially mate with males who have longer, more elaborate trains. One of the central hypotheses of sexual selection theory is that large or elaborate male ‘ornaments’ may signal high genetic quality (good genes). Good genes are thought to be those associated with disease resistance and as diversity at the major histocompatibility complex (MHC) has been shown to equate to superior immune responses, we test whether the peacock’s train reveals genetic diversity at the MHC. We demonstrate via a captive breeding experiment that train length of adult males reflects genetic diversity at the MHC while controlling for genome-wide diversity and that peahens lay more, and larger, eggs for males with a more diverse MHC, but not for males with longer trains. Our results suggest that females are assessing and responding to male quality in terms of MHC diversity, but this assessment does not appear to be via train length, despite the fact that train length reflects MHC diversity.