The prognostic value of human leukocyte antigen (HLA) class I molecules in prostate cancer (PCa) remains unclear. Herein, we investigated the prognostic relevance of the most frequently expressed HLA-A alleles in Greece (A*02:01 and HLA-A*24:02) in de novo metastatic hormone-sensitive PCa (mPCa), which is a rare and aggressive disease characterized by a rapid progression to castration-resistance (CR) and poor overall survival (OS), contributing to almost 50% of PCa-related deaths. We identified 56 patients who had either progressed to CR (these patients were retrospectively analyzed for the time to the progression of CR and prospectively for OS) or had at least three months’ follow-up postdiagnosis without CR progression and, thus, were prospectively analyzed for both CR and OS. Patients expressing HLA-A*02:01 showed poor clinical outcomes vs. HLA-A*02:01−negative patients. HLA-A*24:02−positive patients progressed slower to CR and had increased OS. Homozygous HLA-A*02:01 patients progressed severely to CR, with very short OS. Multivariate analyses ascribed to both HLA alleles significant prognostic values for the time to progression (TTP) to CR and OS. The presence of HLA-A*02:01 and HLA-A*24:02 alleles in de novo mPCa patients are significantly and independently associated with unfavorable or favorable clinical outcomes, respectively, suggesting their possible prognostic relevance for treatment decision-making in the context of precision medicine.