The characterization of peptides bound to human leukocyte antigen (HLA) class I is of fundamental importance for understanding CD8+ T cell‐driven immunological processes and for the development of immunomodulatory therapeutic strategies. However, until now, the mass spectrometric analysis of HLA‐bound peptides has typically required billions of cells, still resulting in relatively few high‐confidence peptide identifications. Capitalizing on the recent developments in mass spectrometry and bioinformatics, we have implemented a methodology for the efficient recovery of acid‐eluted HLA peptides after purification with the pan‐reactive antibody W6/32 and have identified a total of 27 862 unique peptides with high confidence (1% false discovery rate) from five human cancer cell lines. More than 93% of the identified peptides were eight to 11 amino acids in length and contained signatures that were in excellent agreement with published HLA binding motifs. Furthermore, by purifying soluble HLA class I complexes (sHLA) from sera of melanoma patients, up to 972 high‐confidence peptides could be identified, including melanoma‐associated antigens already described in the literature. Knowledge of the HLA class I peptidome should facilitate multiplex tetramer technology‐based characterization of T cells, and allow the development of patient selection, stratification and immunomodulatory therapeutic strategies.