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Tumor growth and metastasis are reliant on intricate interactions between the host immune system and various counter-regulatory immune escape mechanisms employed by the tumor. Tumors can resist immune surveillance by modifying the expression of human leukocyte antigen (HLA) molecules, which results in the impaired presentation of tumor-associated antigens, subsequently evading detection and destruction by the immune system. The management of chronic lymphocytic leukemia (CLL) is based on symptom severity and includes various types of targeted therapies, including rituximab, obinutuzumab, ibrutinib, acalabrutinib, zanubrutinib, idelalisib, and venetoclax. These therapies rely on the recognition of specific peptides presented by HLAs on the surface of tumor cells by T cells, leading to an immune response. HLA class I molecules are found in most human cell types and interact with T-cell receptors (TCRs) to activate T cells, which play a vital role in inducing adaptive immune responses. However, tumor cells may evade T-cell attack by downregulating HLA expression, limiting the efficacy of HLA-dependent immunotherapy. The prognosis of CLL largely depends on the presence or absence of genetic abnormalities, such as del(17p), TP53 point mutations, and IGHV somatic hypermutation status. These oral targeted therapies alone or in combination with anti-CD20 antibodies have replaced chemoimmunotherapy as the primary treatment for CLL. In this review, we summarize the current clinical evidence on the impact of HLA- and cytokine-type responses on outcomes after targeted therapies currently used to treat CLL.