Somatic missense mutations can initiate tumorogenesis and, conversely, anti-tumor cytotoxic T cell (CTL) responses. Tumor genome analysis has revealed extreme heterogeneity among tumor missense mutation profiles, but their relevance to tumor immunology and patient outcomes has awaited comprehensive evaluation. Here, for 515 patients from six tumor sites, we used RNA-seq data from The Cancer Genome Atlas to identify mutations that are predicted to be immunogenic in that they yielded mutational epitopes presented by the MHC proteins encoded by each patient’s autologous HLA-A alleles. Mutational epitopes were associated with increased patient survival. Moreover, the corresponding tumors had higher CTL content, inferred from CD8A gene expression, and elevated expression of the CTL exhaustion markers PDCD1 and CTLA4. Mutational epitopes were very scarce in tumors without evidence of CTL infiltration. These findings suggest that the abundance of predicted immunogenic mutations may be useful for identifying patients likely to benefit from checkpoint blockade and related immunotherapies.