Disentangling the sources of variation in developing an effective immune response against pathogens is of major interest to immunoecology and evolutionary biology. To date, the link between immunocompetence and genetic variation at the major histocompatibility complex (MHC) has received little attention in wild animals, despite the key role of MHC genes in activating the adaptive immune system. Although several studies point to a link between MHC and immunocompetence, negative findings have also been reported. Such disparate findings suggest that limited statistical power might be affecting studies on this topic, owing to insufficient sample sizes and/or a generally small effect of MHC on the immunocompetence of wild vertebrates. To clarify this issue, we investigated the link between MHC variation and seven immunocompetence proxies in a large sample of barn owls and estimated the effect sizes and statistical power of this and published studies on this topic. We found that MHC poorly explained variation in immunocompetence of barn owls, with small-to-moderate associations between MHC and immunocompetence in owls (effect size: 0.1≥r≤0.3) similar to other vertebrates studied to date. Such small-to-moderate effects were largely associated with insufficient power, which was only sufficient (>0.8) to detect moderate-to-large effect sizes (r≥0.3). Thus, studies linking MHC variation with immunocompetence in wild populations are underpowered to detect MHC effects, which are likely to be of generally small magnitude. Larger sample sizes (>200) will be required to achieve sufficient power in future studies aiming to robustly test for a link between MHC variation and immunocompetence.