The Human Leukocyte Antigen (HLA) loci are extremely well documented targets of balancing selection, yet few studies have explored how selection affects population differentiation at these loci. In the present study we investigate genetic differentiation at HLA genes by comparing differentiation at microsatellites distributed genomewide to those in the MHC region. Our study uses a sample of 494 individuals from 30 human populations, 28 of which are Native Americans, all of whom were typed for genomewide and MHC region microsatellites. We find greater differentiation in the MHC than in the remainder of the genome (FST-MHC = 0.130 and FST-Genomic = 0.087), and use a permutation approach to show that this difference is statistically significant, and not accounted for by confounding factors. This finding lies in the opposite direction to the expectation that balancing selection reduces population differentiation. We interpret our findings as evidence that selection favors different sets of alleles in distinct localities, leading to increased differentiation. Thus, balancing selection at HLA genes simultaneously increases intra-population polymorphism and inter-population differentiation in Native Americans.