Intercellular protein transfer between cancer cells and immune cells is a very common phenomenon that can affect different stages of host antitumor immune responses. HLA‐G, a non‐classical HLA class I antigen, has been observed to be widely expressed in various malignancies, and its immune‐suppressive functions have been well recognised. HLA‐G expression in cancer cells can directly mediate immune tolerance by interacting with inhibitory receptors such as ILT2 and ILT4 expressed on immune cells. Moreover, a network of multiple directional intercellular transfers of HLA‐G among cancer cells and immune cells through trogocytosis, exosomes and tunnelling nanotubes provides malignant cells with an alternative ploy for antigen sharing and induces more complex heterogeneity, to modulate immune responses, ultimately leading to immune evasion, therapy resistance, disease progression and poor clinical outcome. Herein, we discuss the relative aspects of the intercellular transfer of HLA‐G between tumor cells and immune cells and its potential use in tumor immunology research and translational cancer therapy.