Genes of the Major Histocompatibility Complex (Mhc) play a fundamental role during the immune response because MHC molecules expressed on cell surface allow the recognition and presentation of antigenic peptides to T-lymphocytes. Although Mhc alleles have been found to correlate with pathogen resistance in several host-parasite systems, several studies have also reported associations between Mhc alleles and an accrued infection risk or an accelerated disease progression. The existence of these susceptibility alleles is puzzling, as the cost generated by the infection should rapidly eliminate them from the population. Here, we show that susceptibility alleles may be maintained in a population of house sparrows (Passer domesticus) if they have antagonistic effects on different malaria parasites. We found that one Mhc class I allele was associated with a 2.5-fold increase in the risk to be infected with a Plasmodium strain, but with a 6.4-fold reduction in the risk to harbour a Haemoproteus strain. We suggest that this antagonistic effect might arise because Mhc genes can alter the competitive interactions between malaria parasites within the host.