The Fulani of west Africa have been shown to be less susceptible to malaria and to mount a stronger immune response to malaria than sympatric ethnic groups. The analysis of HLA diversity is useful for the assessment of the genetic distance between the Fulani and sympatric populations, which represents the necessary theoretical background for the investigation of genetic determinants of susceptibility to malaria. We assessed the polymorphism of HLA-DRB1 and -DQB1 loci and analyzed the distribution of alleles/haplotypes in Fulani, Mossi, and Rimaibé from Burkina Faso. We then investigated the genetic relationship of these three ethnic groups with other sub-Saharan African populations as well as with Europeans. We confirmed that the Fulani from Burkina Faso are genetically distinct from sympatric Mossi and Rimaibé. Furthermore the Fulani from Burkina Faso are close to those from The Gambia and, intriguingly, share the distribution of specific alleles with east African populations (Amhara and Oromo). It is noteworthy that the HLA-DRB1*04 and -DQB1*02 alleles, which are implicated in the development of several autoimmune diseases, are present at high frequency in the Fulani, suggesting their potential involvement in the enhanced immune reactivity observed in this population.