Background: The human leukocyte antigen system (HLA) is divided into two classes involved in antigen presentation: class I presenting intracellular antigens and class II presenting extracellular antigens. While susceptibility to infections is correlated with the HLA system, data on associations between HLA genotypes and Malassezia-related skin diseases (MRSD) are lacking. Thus, the objective of this study was to investigate associations between HLA alleles and MRSD. Materials and methods: Participants in The Danish Blood Donor Study (2010–2018) provided questionnaire data on life style, anthropometric measures, and registry data on filled prescriptions. Genotyping was done using Illumina Infinium Global Screening Array, and HLA alleles were imputed using the HIBAG algorithm. Cases and controls were defined using filled prescriptions on topical ketoconazole 2% as a proxy of MRSD. Logistic regressions assessed associations between HLA alleles and MRSD adjusted for confounders and Bonferroni corrected for multiple tests. Results: A total of 9455 participants were considered MRSD cases and 24,144 participants as controls. We identified four risk alleles B*57:01, OR 1.19 (95% CI: 1.09–1.31), C*01:02, OR 1.19 (95% CI: 1.08–1.32), C*06:02, OR 1.14 (95% CI: 1.08–1.22), and DRB1*01:01, OR 1.10 (95% CI: 1.04–1.17), and two protective alleles, DQB1*02:01, OR 0.89 (95% CI: 0.85–0.94), and DRB1*03:01, OR 0.89 (95% CI: 0.85–0.94). Conclusion: Five novel associations between HLA alleles and MRSD were identified in our cohort, and one previous association was confirmed. Future studies should assess the correlation between Malassezia antigens and antigen-binding properties of the associated HLA alleles.