We provide the first description and confirmation of expression for three Major Histocompatibility Complex (MHC) genes (DQA, DQB, and class I) in the New Zealand endemic Hector's dolphin (Cephalorhynchus hectori). Sequences were derived from cDNA generated from peripheral blood leukocyte mRNA collected during a temporary live capture of two Hector's dolphins. The complete exons 2 and 3 of DQA, DQB, and class I were amplified from cDNA to confirm their expression. The same primers proved reliable for amplification from genomic DNA. Locus identity was supported by phylogenetic relationships to MHC molecules from other closely related species. No evidence was found for duplication of DQ loci, but cloning of amplified exon 2 of the class I gene indicated duplication or triplication of this locus. However, the expression of multiple class I loci was uncertain as only one allele could be detected from clones of cDNA. Balancing selection was indicated by a significantly greater ratio of nonsynonymous to synonymous substitutions at all three loci and by the apparent transspecific sharing of alleles for DQA and DQB.