Behaviors that increase an individual's exposure to pathogens are expected to have important effects on immunoactivity. Because sexual reproduction typically requires close contact among conspecifics, mating systems provide an ideal opportunity to study the immunogenetic correlates of behaviors with high versus low risks of pathogen exposure. Despite logical links between polygynandrous mating behavior, increased pathogen exposure, and greater immunoactivity, these relationships have seldom been examined in nonhuman vertebrates. To explore interactions among these variables in a different lineage of mammals, we used RNAseq to study the gene expression profiles of liver tissue—a highly immunoactive organ—from sympatric populations of the monogamous California mouse (Peromyscus californicus) and two polygynandrous congeners (P. maniculatus and P. boylii). Differential expression and co‐expression analyses revealed distinct patterns of gene activity among species, with much of this variation associated with differences in mating system. This tendency was particularly pronounced for MHC genes, with multiple MHC Class I genes being upregulated in the two polygynandrous species, as expected if exposure to sexually transmitted pathogens varies with mating system. Our results underscore the role of mating behavior in influencing patterns of gene expression and highlight the use of emerging transcriptomic tools in behavioral studies of free‐living animals.