SummaryGenes encoding antigen‐presenting molecules within the human major histocompatibility complex (MHC) account for the highest component of genetic risk for many neurological diseases, such as multiple sclerosis, neuromyelitis optica, Parkinson's disease, Alzheimer's disease, schizophrenia, myasthenia gravis and amyotrophic lateral sclerosis. Myriad genetic, immunological and environmental factors may contribute to an individual's susceptibility to neurological disease. Here, we review and discuss the decades long research on the influence of genetic variation at the MHC locus and the role of immunogenetic killer cell immunoglobulin‐like receptor (KIR) loci in neurological diseases, including multiple sclerosis, neuromyelitis optica, Parkinson's disease, Alzheimer's disease, schizophrenia, myasthenia gravis and amyotrophic lateral sclerosis. The findings of immunogenetic association studies are consistent with a polygenic model of inheritance in the heterogeneous and multifactorial nature of complex traits in various neurological diseases. Future investigation is highly recommended to evaluate both coding and non‐coding variation in immunogenetic loci using high‐throughput high‐resolution next‐generation sequencing technologies in diverse ethnic groups to fully appreciate their role in neurological diseases.