The innate immune system provides the primary vertebrate defence system against pathogen invasion, but it is energetically costly and can have immune pathological effects. A previous study in sticklebacks found that intermediate major histocompatibility complex (MHC) diversity correlated with a lower leukocyte coping capacity (LCC), compared to individuals with fewer, or many, MHC alleles. The organization of the MHC genes in mammals, however, differs to the highly duplicated MHC genes in sticklebacks by having far fewer loci. Using European badgers (Meles meles), we therefore investigated whether innate immune activity, estimated functionally as the ability of an individual’s leukocytes to produce a respiratory burst, was influenced by MHC diversity. We also investigated whether LCC was influenced by factors such as age-class, sex, body condition, season, year, neutrophil and lymphocyte counts, and intensity of infection with five different pathogens. We found that LCC was not associated with specific MHC haplotypes, MHC alleles, or MHC diversity, indicating that the innate immune system did not compensate for the adaptive immune system even when there were susceptible MHC alleles/haplotypes, or when the MHC diversity was low. We also identified a seasonal and annual variation of LCC. This temporal variation of innate immunity was potentially due to physiological trade-offs or temporal variation in pathogen infections. The innate immunity, estimated as LCC, does not compensate for MHC diversity suggests that the immune system may function differently between vertebrates with different MHC organizations, with implications for the evolution of immune systems in different taxa.