Background: A well-functioning immune defence is crucial for fitness, but our knowledge about the immune system and its complex interactions is still limited. Major histocompatibility complex (MHC) molecules are involved in T-cell mediated adaptive immune responses, but MHC is also highly upregulated during the initial innate immune response. The aim of our study was therefore to determine to what extent the highly polymorphic MHC is involved in interactions of the innate and adaptive immune defence and if specific functional MHC alleles (FA) or heterozygosity at the MHC are more important. Methods: To do this we used captive house sparrows (Passer domesticus) to survey MHC diversity and immune function controlling for several environmental factors. MHC class I alleles were identified using parallel amplicon sequencing and to mirror immune function, several immunological tests that correspond to the innate and adaptive immunity were conducted. Results: Our results reveal that MHC was linked to all immune tests, highlighting its importance for the immune defence. While all innate responses were associated with one single FA, adaptive responses (cell-mediated and humoral) were associated with several different alleles. Discussion: We found that repeated injections of an antibody in nestlings and adults were linked to different FA and hence might affect different areas of the immune system. Also, individuals with a higher number of different FA produced a smaller secondary response, indicating a disadvantage of having numerous MHC alleles. These results demonstrate the complexity of the immune system in relation to the MHC and lay the foundation for other studies to further investigate this topic.