CTLA-4 immune checkpoint blockade is clinically effective in a subset of patients with metastatic melanoma. We identify a subcluster of MAGE-A cancer-germline antigens, located within a narrow 75 kb region of chromosome Xq28, that predicts resistance uniquely to blockade of CTLA-4, but not PD-1. We validate this gene expression signature in an independent anti-CTLA-4-treated cohort and show its specificity to the CTLA-4 pathway with two independent anti-PD-1-treated cohorts. Autophagy, a process critical for optimal anti-cancer immunity, has previously been shown to be suppressed by the MAGE-TRIM28 ubiquitin ligase in vitro. We now show that the expression of the key autophagosome component LC3B and other activators of autophagy are negatively associated with MAGE-A protein levels in human melanomas, including samples from patients with resistance to CTLA-4 blockade. Our findings implicate autophagy suppression in resistance to CTLA-4 blockade in melanoma, suggesting exploitation of autophagy induction for potential therapeutic synergy with CTLA-4 inhibitors.