Colonization and migration have a crucial effect on patterns of biodiversity, with disease predicted to play an important role in these processes. However, evidence of the effect of pathogens on broad patterns of colonization and migration is limited. Here, using phylogenetic analyses of 1,311 species of Afro-Palaearctic songbirds, we show that colonization events from regions of high (sub-Saharan Africa) to low (the Palaearctic) pathogen diversity were up to 20 times more frequent than the reverse, and that migration has evolved 3 times more frequently from African- as opposed to Palaearctic-resident species. We also found that resident species that colonized the Palaearctic from Africa, as well as African species that evolved long-distance migration to breed in the Palaearctic, have reduced diversity of key immune genes associated with pathogen recognition (major histocompatibility complex class I). These results suggest that changes in the pathogen community that occur during colonization and migration shape the evolution of the immune system, potentially by adjusting the trade-off between the benefits of extensive pathogen recognition and the costs of immunopathology that result from high major histocompatibility complex class I diversity.