Glucocorticoid-induced TNF receptor (GITR) is an emerging immunotherapy target that is expressed at high levels on regulatory T cells. Agonistic anti-GITR antibodies have anti-tumor activity in cancer mouse models, and recent phase 1 trials have demonstrated their safe pharmacological profile. However, there is limited knowledge on the relationship between GITR expression and the tumor microenvironment. GITR protein expression was assayed by immunohistochemistry on 3992 breast cancer surgical excision specimens assembled into tissue microarrays and scored visually by a pathologist for GITR expression on tumor-infiltrating lymphocytes and on carcinoma cells. GITR expression by the malignant cells was further surveyed in gastrointestinal stromal tumor (N = 713), lung carcinoma (N = 705), pancreatic cancer (N = 486), ovarian cancer (N = 445), bladder cancer (N = 88), prostate cancer (N = 88), testicular cancer (N = 76), melanoma (N = 75), renal cell carcinoma (N = 68), epithelioid sarcoma (N = 53), and neuroendocrine tumors (N = 41). In breast cancer, GITR expression on tumor-infiltrating lymphocytes (12.4%) correlated with other immune response biomarkers (PD-L1+ on tumor cells, and PD-1+, LAG-3+, TIM-3+ lymphocytes; p < 0.001), and T-cell markers (CD8+, FOXP3+; p < 0.001). GITR+ carcinoma cells were observed in 6.0% of breast cancer cases and correlated with worse relapse-free survival (p = 0.015). Among the additional tumor types examined, cancers with GITR+ malignant cells included bladder cancer (5.7%), primary (but not metastatic) melanoma (4.5%), and ovarian cancer (3.2%); no expression was identified among examined sarcomas. To our knowledge, this is the first immunohistochemistry study to report the frequency and pattern of GITR expression in a large breast cancer cohort, or to report membranous GITR expression on malignant cells. The co-infiltration of GITR with other immune biomarkers and T-cell markers supports a potential role for anti-GITR agents in combination immunotherapies. In addition, GITR expression on carcinoma cells could imply the existence of a novel cancer immune evasion strategy worthy of further investigation.