Triple negative breast cancer (TNBC) is a subtype with heterogeneous patient outcomes. Approximately forty percent of patients experience rapid relapse, while the remaining patients have long-term disease-free survival. To determine if there are molecular differences between primary tumors that predict prognosis we performed RNA-seq on 47 macro-dissected tumors from newly diagnosed patients with TNBC (n = 47; 22 relapse, 25 no relapse; follow-up median 8 years, range 2–11 years). We discovered that expression of the MHC class II (MHC II) antigen presentation pathway in tumor tissue was the most significant pathway associated with progression-free survival (hazard ratio (HR) = 0.36, log-rank P = 0.0098). The association between MHC II pathway expression and good prognosis was confirmed in a public gene expression database of 199 TNBC cases (HR = 0.28, log-rank P = 4.5 × 10−8). Further analysis of immunohistochemistry, laser-capture micro-dissected tumors, and TNBC cell lines demonstrated that tumor cells, in addition to immune cells, aberrantly express the MHC II pathway. MHC II pathway expression was also associated with B cell and T cell infiltration in the tumor. Together these data support the model that aberrant expression of the MHC II pathway in TNBC tumor cells may trigger an antitumor immune response that reduces the rate of relapse and enhances progression-free survival.