The ability of cancer cells to escape from the natural or immunotherapy‐induced antitumor immune response is often associated with alterations in the tumor cell surface expression of Major Histocompatibility Complex (MHC) Class I antigens. Considerable knowledge has been gained on the prevalence of various patterns of MHC Class I defects and the underlying molecular mechanisms in different types of cancer. In contrast, few data are available on the changes in MHC Class I expression happening during the course of cancer immunotherapy. We have recently proposed that the progression or regression of a tumor lesion in cancer patients undergoing immunotherapy could be predetermined by the molecular mechanism responsible for the MHC Class I alteration and not by the type of immunotherapy used, i.e., interleukin‐2 (IL‐2), Bacillus Calmette‐Guèrin (BCG), interferon‐alpha (IFN‐α), peptides alone, dendritic cells loaded with peptides, protein‐bound polysaccharide etc. If the molecular alteration responsible for the changes in MHC Class I expression is reversible by cytokines (“soft” lesion), the MHC Class I expression will be upregulated, the specific T cell–mediated response will increase and the lesion will regress. However, if the molecular defect is structural (“hard” lesion), the MHC Class I expression will remain low, the escape mechanism will prevail and the primary tumor or the metastatic lesion will progress. According to this idea, the nature of the preexisting MHC Class I lesion in the cancer cell has a crucial impact determining the final outcome of cancer immunotherapy. In this article, we discuss the importance of these two types of molecular mechanisms of MHC Class I–altered expression.