Most approaches aiming at finding genes involved in adaptive events have focused on the detection of outlier loci, which resulted in the discovery of individually "significant" genes with strong effects. However, a collection of small effect mutations could have a large effect on a given biological pathway that includes many genes, and such a polygenic mode of adaptation has not been systematically investigated in humans. We propose here to evidence polygenic selection by detecting signals of adaptation at the pathway or gene set level instead of analyzing single independent genes. Using a gene-set enrichment test to identify genome-wide signals of adaptation among human populations, we find that most pathways globally enriched for signals of positive selection are either directly or indirectly involved in immune response. We also find evidence for long-distance genotypic linkage disequilibrium, suggesting functional epistatic interactions between members of the same pathway. Our results show that past interactions with pathogens have elicited widespread and coordinated genomic responses, and suggest that adaptation to pathogens can be considered as a primary example of polygenic selection.