The proteins encoded by extraordinarily polymorphic major histocompatibility complex (MHC) genes are involved in the adaptive immune response. Balancing selection is believed to maintain MHC polymorphism in the long-term, although neutral processes also play a role in shaping MHC diversity. However, the relative contribution of these processes is poorly understood. Here we characterized MHC class II variation of a low-dispersal, pond-breeding newt (Triturus carnifex) over a restricted, geographically structured area. We aimed to: (1) evaluate the contribution of selection and neutral processes to shaping MHC diversity at two geographic scales; and (2) test for signatures of divergent allele advantage (DAA), a potentially important mechanism of balancing selection. The dominant role of selection in shaping MHC variation was suggested by the lack of correlation between MHC and neutral (microsatellite) variation. Although most variation occurred within populations for both types of markers, they differed in the extent of structuring at the two spatial scales. MHC structuring was more pronounced at local scales, suggesting the role of local selection, while structuring was not detectable at a larger scale, possibly an effect of balancing selection. Microsatellites showed the opposite pattern. As expected under DAA, the observed genotypes combined more sequence diversity than expected under random association of alleles. Thus, DAA may contribute to maintaining MHC polymorphism, which is ancient, as supported by signatures of historical positive selection and trans-species polymorphism. Our results point to the importance of a multi-scale approach in studying MHC variation, especially in low-dispersal taxa, genetically structured at fine spatial scales.