Urban sprawl is one of the most common landscape alterations occurring worldwide, and there is a growing list of species that are recognised to have adapted to urban life. To be successful, processes of urban colonization by wildlife require a broad spectrum of phenotypic (e.g., behavioural or physiological) adjustments, but evidence for genetic adaptations is much scarcer. One hypothesis proposes that different pathogen-driven selective pressures between urban and non-urban landscapes leads to adaptations in host immune genes. Here, we examined urbanization-related differentiation at the key pathogen-recognition genes of vertebrate adaptive immunity-the major histocompatibility complex (MHC)-in a common waterbird, the Eurasian coot (Fulica atra). Samples were collected from an old urban population (established before the 1950s), a new urban population (established in the 2000s), and two rural populations from central Poland. We found strong significant divergence (as measured with Jost’s D) at the MHC class II between the old urban population and the remaining (new urban and rural) populations. Also, there was a moderate, but significant divergence at the MHC between the new urban population and two rural populations, while no divergence was found between the two rural populations. The total number of MHC alleles and the number of private (population-specific) MHC alleles was lower in old urban populations, as compared to the rural ones. These patterns of differentiation at the MHC were not consistent with patterns found for neutral genetic markers (microsatellites), which showed few differences between the populations. Our results indicate that MHC allele composition depended on the level of anthropogenic disturbance and the time which passed since urban colonization, possibly due to the processes of genotype sorting and local adaptation. As such, our study contributes to the understanding of genetic mechanisms associated with urbanization processes in wildlife.