Major histocompatibility complex class I (MHC-I) molecules are critical to adaptive immune defence mechanisms in vertebrate species and are encoded by highly polymorphic genes. Polymorphic sites are located close to the ligand-binding groove and entail MHC-I alleles with distinct binding specificities. Some efforts have been made to investigate the relationship between polymorphism and protein stability. However, less is known about the relationship between polymorphism and MHC-I co-evolutionary constraints. Using Direct Coupling Analysis (DCA) we found that co-evolution analysis accurately pinpoints structural contacts, although the protein family is restricted to vertebrates and comprises less than five hundred species, and that the co-evolutionary signal is mainly driven by inter-species changes, and not intra-species polymorphism. Moreover, we show that polymorphic sites in human preferentially avoid co-evolving residues, as well as residues involved in protein stability. These results suggest that sites displaying high polymorphism may have been selected during vertebrates' evolution to avoid co-evolutionary constraints and thereby maximize their mutability.