Thymic regulatory lymphocytes (Tregs) are rare in the normal periphery where they mediate immune tolerance but accumulate in the tumor immune microenvironment (TIM), reducing the antitumor response. Subtypes of classical Hodgkin lymphoma (CHL) are characterized by a minority of malignant Hodgkin and Reed-Sternberg cells (HRS) and an abundant TIM that plays a key role in modulating the disease. CHL is related to the Epstein-Barr virus (EBV), whose oncogenes influence the growth of HRS. We analyzed the number of T lymphocytes expressing the regulatory marker FOXP3 in CHL with regard to EBV status. The tumor tissue of 182 patients was stained by double immunohistochemistry for FOXP3, CD4, and CD8, and the number of different phenotypes was analyzed microscopically. EBV status was determined by EBER in situ hybridization. EBV-positive CHL was confirmed in 28% of patients and was associated with mixed cellularity (MC) (p < 0.001), older age (p < 0.001), and unfavorable outcomes (p = 0.038). The number of CD8+ T lymphocytes differed according to the EBV status of MC and nodular sclerosis (NS), and was the lowest in EBV-negative NS (p = 0.001). Likewise, the numbers for FOXP3 and FOXP3/CD4 were different, and were the lowest in EBV-negative MC (p = 0.035 and p = 0.041, respectively). Values above a median of FOXP3 and CD4 are associated with longer progression-free survival (p = 0.039 and p < 0.001, respectively). EBV impacts the composition of T cell phenotypes in TIM, among which the amount of CD4 and FOXP3 is prognostically valuable.