Abstract Purpose: We aimed to maximize the performance of detecting genetic alterations in lung cancer using high-throughput sequencing for patient-derived xenografts (PDXs). Experimental Design: We undertook an integrated RNA and whole-exome sequencing of 14 PDXs. We focused on the genetic and functional analysis of β2-microglobulin (B2M), a component of the HLA class-I complex. Results: We identified alterations in genes involved in various functions, such as B2M involved in immunosurveillance. We extended the mutational analysis of B2M to about 230 lung cancers. Five percent of the lung cancers carried somatic mutations, most of which impaired the correct formation of the HLA-I complex. We also report that genes such as CALR, PDIA3, and TAP1, which are involved in the maturation of the HLA-I complex, are altered in lung cancer. By gene expression microarrays, we observed that restitution of B2M in lung cancer cells upregulated targets of IFNα/IFNγ. Furthermore, one third of the lung cancers lacked the HLA-I complex, which was associated with lower cytotoxic CD8+ lymphocyte infiltration. The levels of B2M and HLA-I proteins correlated with those of PD-L1. Finally, a deficiency in HLA-I complex and CD8+ infiltration tended to correlate with reduced survival of patients with lung cancer treated with anti-PD-1/anti-PD-L1. Conclusions: Here, we report recurrent inactivation of B2M in lung cancer. These observations, coupled with the mutations found at CALR, PDIA3, and TAP1, and the downregulation of the HLA-I complex, indicate that an abnormal immunosurveillance axis contributes to lung cancer development. Finally, our observations suggest that an impaired HLA-I complex affects the response to anti-PD-1/anti-PD-L1 therapies. Clin Cancer Res; 23(12); 3203–13. ©2016 AACR.