It is estimated that a large proportion of amino acid substitutions in Drosophila have been fixed by natural selection, and as organisms are faced with an ever-changing array of pathogens and parasites to which they must adapt, we have investigated the role of parasite-mediated selection as a likely cause. To quantify the effect, and to identify which genes and pathways are most likely to be involved in the host-parasite arms race, we have re-sequenced population samples of 136 immunity and 287 position-matched non-immunity genes in two species of Drosophila. Using these data, and a new extension of the McDonald-Kreitman approach, we estimate that natural selection fixes advantageous amino acid changes in immunity genes at nearly double the rate of other genes. We find the rate of adaptive evolution in immunity genes is also more variable than other genes, with a small subset of immune genes evolving under intense selection. These genes, which are likely to represent hotspots of host-parasite coevolution, tend to share similar functions or belong to the same pathways, such as the antiviral RNAi pathway and the IMD signalling pathway. These patterns appear to be general features of immune system evolution in both species, as rates of adaptive evolution are correlated between the D. melanogaster and D. simulans lineages. In summary, our data provide quantitative estimates of the elevated rate of adaptive evolution in immune system genes relative to the rest of the genome, and they suggest that adaptation to parasites is an important force driving molecular evolution.