Little is known about non‐classical HLA molecules in vulvar squamous cell carcinoma (VSCC). Because of the indoleamine‐2,3‐dioxygenase (IDO) immune tolerant role in association with HLA‐G, we evaluated the clinical and prognostic value of HLA‐G, HLA‐E, and IDO in VSCC. HLA‐G, HLA‐E, and IDO expression was determined by immunohistochemistry in VSCC and associated with clinicopathological parameters and disease outcome. These three molecules were highly represented in tumoral tissues vs healthy matched vulvar tissues (P = 0.0001). Significant differences in HLA‐G expression in stages, tumor size, tumor invasion depth, and resection margins subgroups were reported (P < 0.05). At 5 years, the cumulative survival rates was of 79.8% in patients with HLA‐Glow expression vs 12.5% in those with HLA‐Ghigh expression (P < 3 × 10−5). Similarly, patients with IDOhigh expression were at a significantly reduced overall survival (OS) and disease‐free survival (DFS) rates (P = 0.011 and 0.045, respectively). The overexpression of the three molecules together worsen survival rates of VSCC patients (OS: P = 0.000038, DFS: P = 0.000085). Altogether, our results showed that HLA‐G, HLA‐E, and IDO may represent novel candidate markers for patients' prognosis and potential targets for VSCC therapy.