On the basis of a general low polymorphism, several studies suggest that balancing selection in the class II major histocompatibility complex (MHC) is weaker in marine mammals as compared with terrestrial mammals. We investigated such differential selection among Cetacea, Artiodactyla, and Primates at exon 2 of MHC-DQB gene by contrasting indicators of molecular evolution such as occurrence of transpecific polymorphisms, patterns of phylogenetic branch lengths by codon position, rates of nonsynonymous and synonymous substitutions as well as accumulation of variable sites on the sampling of alleles. These indicators were compared between the DQB and the mitochondrial cytochrome b gene (cytb) as a reference of neutral expectations and differences between molecular clocks resulting from life history and historical demography. All indicators showed that the influence of balancing selection on the DQB is more variable and overall weaker for cetaceans. In our sampling, ziphiids, the sperm whale, monodontids and the finless porpoise formed a group with lower DQB polymorphism, while mysticetes exhibited a higher DQB variation similar to that of terrestrial mammals as well as higher occurrence of transpecific polymorphisms. Different dolphins appeared in the two groups. Larger variation of selection on the cetacean DQB could be related to greater stochasticity in their historical demography and thus, to a greater complexity of the general ecology and disease processes of these animals.