Prostate cancer diagnosis and early stratification is an important aspect to avoid undertreatment of high-risk prostate cancer patients. Major Vault Protein (MVP) has been proposed as a prognostic biomarker in prostate cancer. PTEN and the immune checkpoint protein B7-H3 interact with MVP and are important in prostate cancer progression and therapy response. We evaluated the expression of MVP by immunohistochemistry of tissue microarray samples from a retrospective cohort consisting of 119 prostate cancer patients. We correlated the protein expression of MVP with clinicopathological characteristics, and protein expression of androgen receptor (AR), PTEN, immune checkpoint proteins B7-H3 and PD-L1. We found MVP to be expressed in 53 % of prostate tumors, and correlated positively with biochemical recurrence (ρ = 0.211/p = 0.021). Furthermore, we found positive correlation of MVP expression with expression of AR (ρ = 0.244/p = 0.009) and the immune checkpoint protein B7-H3 (ρ = 0.200/p = 0.029), but not with PD-L1 (ρ = 0.152/p = 0.117) or PTEN expression (ρ = − 0.034/p = 0.721). Our findings support the notion that expression of MVP is associated with poor prognosis in prostate cancer. The correlation between MVP and immune checkpoint protein B7-H3 in prostate cancer suggests a role for MVP in immunoregulation and drug resistance.