This study analyses aspects of the immune system in prolactinoma and non-secreting pituitary adenoma. Serum soluble major histocompatibility complex class I-related chain A protein (sMICA) concentrations were measured by enzyme-linked immunosorbent assay. NKG2D-expressing natural killer and T cells were analyzed by flow cytometry. A correlation analysis was also performed to associate sMICA levels with NKG2D expression. The expression of MICA was examined in specific tissues by use of the reverse transcription-polymerase chain reaction. A significant amount of sMICA was detected in the serum of nearly all patients. We found decreased percentage and mean fluorescence intensity of NKG2D-expressing natural killer and T cells from patients with prolactinoma and non-secreting pituitary adenoma compared to those from healthy donors. Pearson analysis showed a negative correlation between sMICA and NKG2D-expressing cells. The immune-escape of pituitary adenoma is related to the down-regulation of NKG2D and the up-regulation of its ligand MICA.