The therapy of different advanced-stage malignancies with monoclonal antibodies blocking programmed cell death protein 1 (PD-1)/PD-1 ligand 1 (PD-L1) signaling has had an impressive long-lasting effect in a portion of patients, but in most cases, this therapy was not successful, or a secondary resistance developed. To enhance its efficacy in treated patients, predictive biomarkers are searched for and various combination treatments are intensively investigated. As the downregulation of major histocompatibility complex (MHC) class I molecules is one of the most frequent mechanisms of tumor escape from the host’s immunity, it should be considered in PD-1/PD-L1 checkpoint inhibition. The potential for the use of a PD-1/PD-L1 blockade in the treatment of tumors with aberrant MHC class I expression is discussed, and some strategies of combination therapy are suggested.