Duplicates of genes for major histocompatibility complex (MHC) molecules can be subjected to selection independently and vary markedly in their evolutionary rates, sequence polymorphism, and functional roles. Therefore, without a thorough understanding of their copy number variation (CNV) in the genome, the MHC-dependent fitness consequences within a species could be misinterpreted. Studying the intra-specific CNV of this highly polymorphic gene, however, has long been hindered by the difficulties in assigning alleles to loci and the lack of high-quality genomic data. Here, using the high-quality genome of the Siamese fighting fish (Betta splendens), a model for mate choice studies, and the whole-genome sequencing (WGS) data of 17 Betta species, we achieved locus-specific amplification of their three classical MHC class II genes - DAB1, DAB2, and DAB3. By performing quantitative PCR and depth-of-coverage analysis using the WGS data, we revealed intra-specific CNV at the DAB3 locus. We identified individuals that had two allelic copies (i.e., heterozygous or homozygous) or one allele (i.e., hemizygous) and individuals without this gene. The CNV was due to the deletion of a 20-kb-long genomic region harboring both the DAA3 and DAB3 genes. We further showed that the three DAB genes were under different modes of selection, which also applies to their corresponding DAA genes that share similar pattern of polymorphism. Our study demonstrates a combined approach to study CNV within a species, which is crucial for the understanding of multigene family evolution and the fitness consequences of CNV.