Dispersal is a key life-history trait governing the response of individuals, populations and species to changing environmental conditions. In the context of global change, it is therefore essential to better understand the respective role of condition-, phenotype- and genetic-dependent drivers of dispersal behaviour. Although the importance of immune function and pathogen infestation in determining patterns of dispersal is increasingly recognised, no study to our knowledge has yet investigated the influence of immune gene variability on dispersal behaviour. Here, we filled this knowledge gap by assessing whether individual heterozygosity at five immune gene loci (one from the Major histocompatibility complex and four from encoding Toll-like receptors) influences roe deer natal dispersal. We found that dispersal propensity was affected by immune gene diversity, suggesting potential pathogen-mediated selection through over-dominance. However, the direction of this effect differed between high and low quality individuals, suggesting that dispersal propensity is driven by two different mechanisms. In support of the condition-dependent dispersal hypothesis, dispersal propensity increased with increasing body mass and, among high quality individuals only (standardized body mass  18 kg), with increasing immune gene diversity. However, among poor quality individuals, we observed the opposite pattern such that dispersal propensity was higher for individuals with lower immune gene diversity. We suggest that these poor quality individuals expressed an emergency dispersal tactic in an attempt to escape a heavily infested environment associated with poor fitness prospects. Our results have potentially important consequences in terms of population genetics and demography, as well as host–pathogen evolution.