Abstract β2-microglobulin (B2M) is a critical component of the MHC class I molecule and is required to present tumor antigens to T cells. Its loss results in acquired resistance to immune checkpoint blockade (ICB) therapies. However, there have been well-documented cases of B2M-inactivated tumors responding to ICB, justifying investigation of how an antitumor immune response can be generated to tumors without surface MHC class I. We knocked out B2M in three murine models with varying baseline MHC class I expression and sensitivity to anti-programmed death receptor (PD-1) therapy and analyzed the immune responses. MC38 and YUMMER2.1 without B2M responded to anti–PD-1 alone or with an IL2 agonist, and this was mediated by CD4+ T cells and natural killer (NK) cells. The more aggressive B16 without B2M expression only partially responded to the IL2 agonist, and this was dependent on NK cells. When analyzing nearly 300 pretreatment biopsies from patients with melanoma receiving PD-1 blockade–based therapies, we found infrequent B2M mutations or homozygous loss but more frequent LOH or copy-number gains. B2M LOH was enriched in biopsies from patients without response to therapy, and these biopsies were more frequently infiltrated by activated NK cells. We conclude that in the absence of B2M, activation of CD4+ T cells and NK cells can mediate responses to murine models of PD-1 blockade therapy. In addition, in human melanoma, the intratumoral presence of activated NK cells upon partial B2M loss likely selects against tumor escape through low surface MHC class I expression.