Along with reproductive success and predation, infectious disease is a major demographic and evolutionary driver of natural populations. To understand the evolutionary impacts of disease, research has focussed on the major histocompatibility complex (MHC), a genetic region involved in antigen presentation. There is a pressing need for the broader research currently conducted on traditional vertebrate models to be transferred to wildlife. Incorporating such knowledge will enable a broader understanding of the levels at which natural selection can act on immunity. We propose two new approaches to wildlife immunogenetics and discuss the challenges of conducting such studies. At a time when novel pathogens are increasingly emerging in natural populations, these new approaches are integral to understanding disease dynamics and assessing epidemic risks.