Aberrant expression of human leukocyte antigens (HLA) class I has prognostic importance in various cancers. Here, we evaluated the prognostic value of classical (A/B/C) and nonclassical (G/E) HLA expression in 169 high grade epithelial ovarian cancer samples and linked that to clinicopathological characteristics and survival. Expression of HLA‐A, ‐B/C, or ‐E was not correlated with survival. Survival was prolonged when tumours expressed HLA‐G (P = 0.008) and HLA‐G was an independent predictor for better survival (P = 0.011). In addition, HLA‐G expression was associated with longer progression‐free survival (P = 0.036) and response to chemotherapy (P = 0.014). Accordingly, high expression of HLA‐G mRNA was associated with prolonged disease‐free survival (P = 0.037) in 65 corresponding samples. Elevated serum‐soluble HLA‐G levels as measured by enzyme‐linked immunosorbent assay in 50 matched patients were not correlated to HLA‐G protein expression or gene expression nor with survival. During treatment, sHLA‐G levels declined (P = 0.038). In conclusion, expression of HLA‐G is an independent prognostic factor for improved survival in high grade epithelial ovarian cancer and a predictor for platinum sensitivity.