Tumors escape immune detection and elimination through a variety of mechanisms. Here, we used prostate cancer as a model to examine how androgen-dependent tumors undergo immune evasion through downregulation of the major histocompatibility complex class I (MHCI). We report that response to immunotherapy in late-stage prostate cancer is associated with elevated MHC expression. To uncover the mechanism, we performed a whole genome CRISPRi screen and identified AR as a repressor of the MHCI pathway. Syngeneic mouse models of aggressive prostate cancer deficient in AR also demonstrated increased tumor immunogenicity and promoted T cell mediated tumor-control. Notably, the increase in MHCI expression upon androgen receptor blockade is transient and correlates with resistance to AR inhibition. Mechanistic studies identified androgen response elements upstream of MHCI transcription start sites which increased MHCI expression when deleted. Together, this body of work highlights another mechanism by which hormones can promote immune escape.