Human impacts through habitat destruction, introduction of invasive species and climate change are increasing the number of species threatened with extinction. Decreases in population size simultaneously lead to reductions in genetic diversity, ultimately reducing the ability of populations to adapt to a changing environment. In this way, loss of genetic polymorphism is linked with extinction risk. Recent advances in sequencing technologies mean that obtaining measures of genetic diversity at functionally important genes is within reach for conservation programs. A key region of the genome that should be targeted for population genetic studies is the Major Histocompatibility Complex (MHC). MHC genes, found in all jawed vertebrates, are the most polymorphic genes in vertebrate genomes. They play key roles in immune function via immune-recognition and -surveillance and host-parasite interaction. Therefore, measuring levels of polymorphism at these genes can provide indirect measures of the immunological fitness of populations. The MHC has also been linked with mate-choice and pregnancy outcomes and has application for improving mating success in captive breeding programs. The recent discovery that genetic diversity at MHC genes may protect against the spread of contagious cancers provides an added impetus for managing and protecting MHC diversity in wild populations. Here we review the field and focus on the successful applications of MHC-typing for conservation management. We emphasize the importance of using MHC markers when planning and executing wildlife rescue and conservation programs but stress that this should not be done to the detriment of genome-wide diversity.