The high polymorphism of Major Histocompatibility Complex (MHC) genes is generally considered to be a result of pathogen-mediated balancing selection. Such selection may operate in the form of heterozygote advantage, and/or through specific MHC allele–pathogen interactions. Specific MHC allele–pathogen interactions may promote polymorphism via negative frequency-dependent selection (NFDS), or selection that varies in time and/or space because of variability in the composition of the pathogen community (fluctuating selection; FS). In addition, divergent allele advantage (DAA) may act on top of these forms of balancing selection, explaining the high sequence divergence between MHC alleles. DAA has primarily been thought of as an extension of heterozygote advantage. However, DAA could also work in concert with NFDS though this is yet to be tested explicitly. To evaluate the importance of DAA in pathogen-mediated balancing selection, we surveyed allelic polymorphism of MHC class II DQB genes in wild bank voles (Myodes glareolus) and tested for associations between DQB haplotypes and infection by Borrelia afzelii, a tick-transmitted bacterium causing Lyme disease in humans. We found two significant associations between DQB haplotypes and infection status: one haplotype was associated with lower risk of infection (resistance), while another was associated with higher risk of infection (susceptibility). Interestingly, allelic divergence within individuals was higher for voles with the resistance haplotype compared to other voles. In contrast, allelic divergence was lower for voles with the susceptibility haplotype than other voles. The pattern of higher allelic divergence in individuals with the resistance haplotype is consistent with NFDS favouring divergent alleles in a natural population, hence selection where DAA works in concert with NFDS.