Autoimmunity and cancer represent two different aspects of immune dysfunction. Autoimmunity is characterized by breakdowns in immune self-tolerance, while impaired immune surveillance can allow for tumorigenesis. The class I major histocompatibility complex (MHC-I), which displays derivatives of the cellular peptidome for immune surveillance by CD8 T cells, serves as a common genetic link between these conditions. As melanoma-specific CD8 T cells have been shown to target melanocyte-specific peptide antigens more often than melanoma-specific antigens, we investigated whether vitiligo- and psoriasis-predisposing MHC-I alleles conferred a melanoma-protective effect. In individuals with cutaneous melanoma from both The Cancer Genome Atlas (n = 451) and an independent validation set (n = 586), MHC-I autoimmune-allele carrier status was significantly associated with a later age of melanoma diagnosis. Furthermore, MHC-I autoimmune-allele carriers were significantly associated with decreased risk of developing melanoma in the Million Veteran Program (OR = 0.962, p = 0.024). Existing melanoma polygenic risk scores (PRSs) did not predict autoimmune-allele carrier status, suggesting these alleles provide orthogonal risk-relevant information. Mechanisms of autoimmune protection were neither associated with improved melanoma-driver mutation association nor improved gene-level conserved antigen presentation relative to common alleles. However, autoimmune alleles showed higher affinity relative to common alleles for particular windows of melanocyte-conserved antigens and loss of heterozygosity of autoimmune alleles caused the greatest reduction in presentation for several conserved antigens across individuals with loss of HLA alleles. Overall, this study presents evidence that MHC-I autoimmune-risk alleles modulate melanoma risk unaccounted for by current PRSs.