Several human leukocyte antigen (HLA) alleles are strongly associated with susceptibility to classic Hodgkin lymphoma (cHL), also in subgroups stratified for presence of the Epstein–Barr virus (EBV). We tested the hypothesis that the pressure on cHL tumour cells to lose HLA expression is associated with HLA susceptibility alleles. A meta-analysis was carried out to identify consistent protective and risk HLA alleles in a combined cohort of 839 cHL patients from the Netherlands and the United Kingdom. Tumour cell HLA expression was studied in 338 cHL cases from these two cohorts and correlated to the presence of specific susceptibility HLA alleles. Carriers of the HLA-DRB1*07 protective allele frequently lost HLA class II expression in cHL overall. Patients carrying the HLA-DRB1*15/16 (DR2) risk allele retained HLA class II expression in EBV− cHL and patients with the HLA-B*37 risk allele retained HLA class I expression more frequently than non-carriers in EBV+ cHL. The other susceptibility alleles showed no significant differences in expression. Thus, HLA expression by tumour cells is associated with a subset of the protective and risk alleles. This strongly suggests that HLA associations in cHL are related to peptide binding capacities of specific HLA alleles.