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Background In mammals, males typically have shorter lives than females. This difference is thought to be due to behavioural traits which enhance competitive abilities, and hence male reproductive success, but impair survival. Furthermore, in many species males usually show higher parasite burden than females. Consequently, the intensity of selection for genetic factors which reduce susceptibility to pathogens may differ between sexes. High variability at the major histocompatibility complex (MHC) genes is believed to be advantageous for detecting and combating the range of infectious agents present in the environment. Increased heterozygosity at these immune genes is expected to be important for individual longevity. However, whether males in natural populations benefit more from MHC heterozygosity than females has rarely been investigated. We investigated this question in a long-term study of free-living Alpine chamois (Rupicapra rupicapra), a polygynous mountain ungulate. Results Here we show that male chamois survive significantly (P = 0.022) longer if heterozygous at the MHC class II DRB locus, whereas females do not. Improved survival of males was not a result of heterozygote advantage per se, as background heterozygosity (estimated across twelve microsatellite loci) did not change significantly with age. Furthermore, reproductively active males depleted their body fat reserves earlier than females leading to significantly impaired survival rates in this sex (P < 0.008). This sex-difference was even more pronounced in areas affected by scabies, a severe parasitosis, as reproductively active males were less likely to survive than females. However, we did not find evidence for a survival advantage associated with specific MHC alleles in areas affected by scabies. Conclusions Increased MHC class II DRB heterozygosity with age in males, suggests that MHC heterozygous males survive longer than homozygotes. Reproductively active males appear to be less likely to survive than females most likely because of the energetic challenge of the winter rut, accompanied by earlier depletion of their body fat stores, and a generally higher parasite burden. This scenario renders the MHC-mediated immune response more important for males than for females, which implies a relatively stronger selection pressure on MHC genes in males than in females.