Simple SummaryTumors occurring at a young age are distinct from tumors in older individuals, clinically and pathologically. As small round blue cell tumors (SRBCTs), they often show a resemblance to stem cells and immature precursor cells during embryonal development. Recently, immunotherapy has become an option for a subset of patients with limited success. We observed that in almost all the pediatric SRBCT types investigated (n = 1134) there was an inverse relationship, when comparing genes highly expressed in stem cells with genes encoding MHC class I molecules. MHC class I molecules are important in tumor cell recognition by cytotoxic T cells. We suspect that these tumors are derived from multipotent precursor cells that naturally show a low MHC class I expression and a lack of immune recognition necessary for prenatal proliferation and development.Recently, immunotherapeutic approaches have become a feasible option for a subset of pediatric cancer patients. Low MHC class I expression hampers the use of immunotherapies relying on antigen presentation. A well-established stemness score (mRNAsi) was determined using the bulk transcriptomes of 1134 pediatric small round blue cell tumors. Interestingly, MHC class I gene expression (HLA-A/-B/-C) was correlated negatively with mRNAsi throughout all diagnostic entities: neuroblastomas (NB) (n = 88, r = −0.41, p < 0.001), the Ewing’s sarcoma family of tumors (ESFT) (n = 117, r = −0.46, p < 0.001), rhabdomyosarcomas (RMS) (n = 158, r = −0.5, p < 0.001), Wilms tumors (WT) (n = 224, r = −0.39, p < 0.001), and central nervous system-primitive neuroectodermal tumors CNS-PNET (r = −0.49, p < 0.001), with the exception of medulloblastoma (MB) (n = 76, r = −0.24, p = 0.06). The negative correlation of MHC class I and mRNAsi was independent of clinical features in NB, RMS, and WT. In NB and WT, increased MHC class I was correlated negatively with tumor stage. RMS patients with a high expression of MHC class I and abundant CD8 T cells showed a prolonged overall survival (n = 148, p = 0.004). Possibly, low MHC class I expression and stemness in pediatric tumors are remnants of prenatal tumorigenesis from multipotent precursor cells. Further studies are needed to assess the usefulness of stemness and MHC class I as predictive markers.