A large body of clinical and experimental evidence indicates that colorectal cancer is one of the most common multifactorial diseases. Although some useful prognostic biomarkers for clinical therapy have already been identified, it is still difficult to characterize a therapeutic signature that is able to define the most appropriate treatment. Gene expression levels of the epigenetic regulator histone deacetylase 2 (HDAC2) are deregulated in colorectal cancer, and this deregulation is tightly associated with immune dysfunction. By interrogating bioinformatic databases, we identified patients who presented simultaneous alterations in HDAC2, class II major histocompatibility complex transactivator (CIITA), and beta-2 microglobulin (B2M) genes based on mutation levels, structural variants, and RNA expression levels. We found that B2M plays an important role in these alterations and that mutations in this gene are potentially oncogenic. The dysregulated mRNA expression levels of HDAC2 were reported in about 5% of the profiled patients, while other specific alterations were described for CIITA. By analyzing immune infiltrates, we then identified correlations among these three genes in colorectal cancer patients and differential infiltration levels of genetic variants, suggesting that HDAC2 may have an indirect immune-related role in specific subgroups of immune infiltrates. Using this approach to carry out extensive immunological signature studies could provide further clinical information that is relevant to more resistant forms of colorectal cancer.