HLA class Ia (HLA-ABC) and HLA class Ib (HLA-E, -F and -G) molecules and FOXP3+ tumor-infiltrating lymphocytes (TILs) are often reported as relevant factors of tumor immune regulation. We investigated their expression as prognostic factors in 200 patients with primary cutaneous melanoma (PCM). In our cohort, patients with tumors showing upregulation of HLA-ABC molecules had significantly thicker tumors (32% vs 7%, P < 0.001), frequent ulceration (20% vs 6%, P = 0.007) and frequent nodular melanomas (20% vs 4%, P = 0.001). Additionally, high expression of HLA-G in the tumor was a sign of bad prognosis for the patients, being associated with thick tumors (30% vs 12%, P = 0.017), ulceration (24% vs 5%, P < 0.001) and positive sentinel node (13% vs 6%, P = 0.015). HLA-E, HLA-F and FOXP3+ TILs were not indicative of the prognosis in PCM. High HLA-ABC and HLA-G were associated with tumor aggressiveness and could be relevant predictive markers for effective immunotherapy of melanoma tumors.