Immunotherapy has become a key therapeutic strategy in the treatment of many cancers. As a result, research efforts have been aimed at understanding mechanisms of resistance to immunotherapy and how anti-tumor immune response can be therapeutically enhanced. It has been shown that tumor cell recognition by the immune system plays a key role in effective response to T cell targeting therapies in patients. One mechanism by which tumor cells can avoid immunosurveillance is through the downregulation of Major Histocompatibility Complex I (MHC-I). Downregulation of MHC-I has been described as a mechanism of intrinsic and acquired resistance to immunotherapy in patients with cancer. Depending on the mechanism, the downregulation of MHC-I can sometimes be therapeutically restored to aid in anti-tumor immunity. In this article, we will review current research in MHC-I downregulation and its impact on immunotherapy response in patients, as well as possible strategies for therapeutic upregulation of MHC-I.