Female choice for male major histocompatibility complex (MHC) genotype has been widely tested, but the relationship between male mating strategies and female MHC genotype has received far less attention. Moreover, few studies of MHC-associated mate choice test for the fitness effects underlying such choice. We examined mate-guarding by male mandrills, a species with intense male–male competition and female offspring care. We developed a statistical model based on 10 years of observations to describe how the probability a female is mate-guarded varies across her sexual cycle, among cycles and among females. We accounted for female rank, parity, and maternal relatedness. We then tested whether the occurrence of mate-guarding is influenced by 1) MHC dissimilarity, 2) female MHC diversity, and 3) specific female MHC genotypes. Finally, we tested for associations between MHC variables and the ratio of neutrophils to lymphocytes in blood samples taken during routine captures. The best-fit models included either MHC dissimilarity (males were more likely to mate-guard more dissimilar females, and there was some evidence of preference for intermediate MHC dissimilarity) or a specific MHC supertype. Four of 11 supertypes investigated were influential and one had a strong negative influence on mate-guarding. We found some evidence that the MHC genotype that attracted the least mate-guarding was disadvantageous in terms of immune function. However, we did not find evidence that MHC diversity was related to immune function. These results suggest that highly competitive males modify their mating behavior based on female MHC genotype, and a possible fitness benefit to mate choice for specific genotypes.