Immunotherapy revolutionized treatment options in cancer, yet the mechanisms underlying resistance in many patients remain poorly understood. Cellular proteasomes have been implicated in modulating antitumor immunity by regulating antigen processing, antigen presentation, inflammatory signaling and immune cell activation. However, whether and how proteasome complex heterogeneity may affect tumor progression and the response to immunotherapy has not been systematically examined. Here, we show that proteasome complex composition varies substantially across cancers and impacts tumor–immune interactions and the tumor microenvironment. Through profiling of the degradation landscape of patient-derived non-small-cell lung carcinoma samples, we find that the proteasome regulator PSME4 is upregulated in tumors, alters proteasome activity, attenuates presented antigenic diversity and associates with lack of response to immunotherapy. Collectively, our approach affords a paradigm by which proteasome composition heterogeneity and function should be examined across cancer types and targeted in the context of precision oncology.