General cognitive ability (intelligence) is one of the most heritable behavioural traits and most predictive of socially important outcomes and health. We hypothesized that some of the missing heritability of IQ might lie hidden in the human leukocyte antigen (HLA) region, which plays a critical role in many diseases and traits but is not well tagged in conventional GWAS. Using a uniquely powered design, we investigated whether fine-mapping of the HLA region could narrow the missing heritability gap. Our case-control design included 1,393 cases with extremely high intelligence scores (top 0.0003 of the population equivalent to IQ > 147) and 3,253 unselected population controls. We imputed variants in 200 genes across the HLA region, one SNP (rs444921) reached our criterion for study-wide significance. SNP-based heritability of the HLA variants was small and not significant (h 2 = 0.3%, SE = 0.2%). A polygenic score from the case-control genetic association analysis of SNPs in the HLA region did not significantly predict individual differences in intelligence in an independent unselected sample. We conclude that although genetic variation in the HLA region is important to the aetiology of many disorders, it does not appear to be hiding much of the missing heritability of intelligence.