Cancer poses one of the greatest human health challenges we face today, and although rare, cancers have been transmitted from mother to fetus or via organ transplants in immune suppressed patients. In Tasmanian devils (Sarcophilus harrisii), however, a recently emerged transmissible cancer is nearly 100% fatal and nearly all populations are infected. Devil facial tumor disease has resulted in localized declines exceeding 90% and an overall species decline of approximately 80% in less than 20 years. Because transmission of devil facial tumor disease is density-independent, disease-induced extinction has been predicted based on epidemiological models. However, long-diseased populations have persisted, raising the possibility of resistance evolution. Here, we report the first genomic evidence of a rapid evolutionary response to strong selection imposed by devil facial tumor disease, and such a response has rarely, if ever been documented in wild populations. We identify two genomic regions that exhibit concordant signatures of selection across three populations, including large, parallel allele frequency changes from before infection to only a few generations after infection. Both of these regions contain genes related to immune function or cancer risk in other mammals. Devil facial tumor disease spreads between hosts by suppressing or evading the immune system, and our results suggest that hosts are also evolving immune-modulated resistance that aid in species persistence in the face of this devastating disease.