Viral-derived elements and non-coding RNAs that build up “junk DNA” allow for flexible and context-dependent gene expression. They are extremely dense in the MHC region, accounting for flexible expression of the MHC I, II, and III genes and adjusting the level of immune response to the environmental stimuli. This review brings forward the viral-mediated aspects of the origin and evolution of adaptive immunity and aims to link this perspective with the MHC class I regulation. The complex regulatory network behind MHC expression is largely controlled by virus-derived elements, both as binding sites for immune transcription factors and as sources of regulatory non-coding RNAs. These regulatory RNAs are imbalanced in cancer and associate with different tumor types, making them promising targets for diagnostic and therapeutic interventions.