Statins, inhibitors of 3-hydroxy-3-methylglutaryl coenzyme A reductase, are widely prescribed for their cholesterol-lowering properties to reduce atherogenesis and cardiovascular morbidity. However, compelling evidence exists that statins also have extensive immunomodulatory properties that operate independently of lipid lowering. Consequently, much attention has been directed toward their immunomodulatory effect and their potential as therapeutic agents for the treatment of autoimmune diseases. Statins have the ability to modulate a broad range of proinflammatory immune mechanisms through inhibition of small GTPases and other prenylated proteins. One of the statins' immunomodulatory effects is downregulation of MHC class II expression. In contrast, patients with statin-induced myopathy show high MHC class I expression. In this review, the effect of statins on MHC class I expression is reviewed alongside statins' effect on immune function.