Major histocompatibility complex (MHC) genes have been put forward as a model for studying how genetic diversity is maintained in wild populations. Pathogen-mediated selection (PMS) is believed to generate the extraordinary levels of MHC diversity observed. However, establishing the relative importance of the three proposed mechanisms of PMS (heterozygote advantage, rare-allele advantage and fluctuating selection) has proved extremely difficult. Studies have attempted to differentiate between mechanisms of PMS using two approaches: (i) comparing MHC diversity with that expected under neutrality and (ii) relating MHC diversity to pathogen regime. Here, we show that in many cases the same predictions arise from the different mechanisms under these approaches, and that most studies that have inferred one mechanism of selection have not fully considered the alternative explanations. We argue that, while it may be possible to demonstrate that particular mechanisms of PMS are occurring, resolving their relative importance within a system is probably impossible. A more realistic target is to continue to demonstrate when and where the different mechanisms of PMS occur, with the aim of determining their relative importance across systems. We put forward what we believe to be the most promising approaches that will allow us to progress towards achieving this.