The highly polymorphic genes of the major histocompatibility complex (MHC) are involved in disease resistance, mate choice and kin recognition. Therefore, they are widely used markers for investigating adaptive variation. Although selection is the key driver, gene flow and genetic drift also influence adaptive genetic variation, sometimes in opposing ways and with consequences for adaptive potential. To further understand the processes that generate MHC variation, it is helpful to compare variation at the MHC with that at neutral genetic loci. Differences in MHC and neutral genetic variation are useful for inferring the relative influence of selection, gene flow and drift on MHC variation. To date, such investigations have usually been undertaken at a broad spatial scale. Yet, evolutionary and ecological processes can occur at a fine spatial scale, particularly in small or fragmented populations. We investigated spatial patterns of MHC variation among three geographically close, naturally discrete, sampling sites of Egernia stokesii, an Australian lizard. The MHC of E. stokesii has recently been characterized, and there is evidence for historical selection on the MHC. We found E. stokesii MHC weakly differentiated among sites compared to microsatellites, suggesting selection, acting similarly at each site, has outweighed any effects of low gene flow or of genetic drift on E. stokesii MHC variation. Our findings demonstrate the strength of selection in shaping patterns of MHC variation or consistency at a fine spatial scale.