The progress in genomics and proteomics resulted in increasing number of tumor-associated antigens (TAA) being discovered as cancer biomarkers and targets for immunotherapy. The key role played by HLA class I antigens in immune reactivity against malignant and virally infected cells via binding to the peptides of TAA and subsequent presentation to cytotoxic T-lymphocytes stimulates interest in the characterization of their expression in tumor cells. Various types of HLA class I alterations with different underlying molecular mechanisms are found in different malignancies. Loss or downregulation of tumor HLA class I antigen expression represents one of the main mechanisms used by cancer cells to evade immunosurveillance since it limits the ability of cytotoxic T-cell to eliminate these cells and reduces the clinical efficacy of T-cell-based cancer therapy. As a result of the immune selection, HLA class I negative variants escape and lead to tumor growth and metastatic colonization. Altered HLA class I expression on malignant cells frequently correlates with poor survival, disease progression and limited response to T-cell-based therapy. Early cancer detection and treatment require more effective cancer biomarkers, or molecular signatures, for diagnosis, prognosis, and therapeutic efficacy. Analysis of the tumor expression of HLA class I antigens as biomarkers of cancer development might help to choose an appropriate treatment protocol and monitor clinical response to cancer immunotherapy.