A key role in cell-mediated immunity is dedicated to the major histocompatibility complex (MHC) molecules that bind peptides for presentation on the cell surface. Several in silico methods capable of predicting peptide binding to MHC class I have been developed. The accuracy of these methods depends on the data available characterizing the binding specificity of the MHC molecules. It has, moreover, been demonstrated that consensus methods defined as combinations of two or more different methods led to improved prediction accuracy. This plethora of methods makes it very difficult for the non-expert user to choose the most suitable method for predicting binding to a given MHC molecule. In this study, we have therefore made an in-depth analysis of combinations of three state-of-the-art MHC–peptide binding prediction methods (NetMHC, NetMHCpan and PickPocket). We demonstrate that a simple combination of NetMHC and NetMHCpan gives the highest performance when the allele in question is included in the training and is characterized by at least 50 data points with at least ten binders. Otherwise, NetMHCpan is the best predictor. When an allele has not been characterized, the performance depends on the distance to the training data. NetMHCpan has the highest performance when close neighbours are present in the training set, while the combination of NetMHCpan and PickPocket outperforms either of the two methods for alleles with more remote neighbours. The final method, NetMHCcons, is publicly available at www.cbs.dtu.dk/services/NetMHCcons , and allows the user in an automatic manner to obtain the most accurate predictions for any given MHC molecule.