The immune system is believed to be involved in the control of cancer as the cancer immunoediting concept outlines. As a direct application, cancer immunotherapy has evolved to be a powerful treatment option. The evidence for cancer immunoprevention also exists, but relies on increased cancer incidence among immunosuppressed or immunodeficient people, and high occult cancer rates in autopsies of otherwise healthy people. Given the amount of data on genetic correlations with immune parameters including immune cell counts, phenotype and cytokine levels (Orru et al, Cell 2013; Roederer et al, Cell 2015; Ter Horst et al, Cell 2016; Aguirre-Gamboa et al, Cell Rep 2016) and unbiased GWAS data in cancer, we systematically explored associations of immune system-related SNPs with cancer susceptibility to test whether there is genetic evidence for cancer immunoprevention. The screening of GRASP and PhenoScanner databases for SNPs most strongly correlating with immune parameters revealed no cancer associations at the genome-wide statistical significance level. We also screened all SNPs in or around immunoregulatory genes (IL, IFN, IRF, CD, CC, CXCL, CCR, CXCR), and found the statistically most significant associations with cancer susceptibility for skin, colorectal, breast, prostate, lung, bladder and liver cancers, and T-ALL with SNPs in or around CXCR2, CCR4, CD163L1, CD300E, CD226, CTLA4, IFNG, IL1A1, IL1RAP, IL6, IL12RB2, IL16, IL17RC, IL18, IRF4, IRF8 and IRFBP2 although whether these genes are target genes of those SNPs need verification. Previously reported associations with cancer risk in candidate gene studies revealed GWAS associations with cancer, including lymphoma, melanoma, breast and lung cancer, although not the same ones as initially reported. We also screened the HLA region cancer associations for their involvement with the immune system. A small proportion of them were due to immunoregulatory gene variants or eQTL effects on classical HLA genes. Our study did not reveal overwhelming evidence for a genetic component of cancer immune surveillance. This observation is in line with known stronger influence of the environment on the immune system. If immunoregulatory gene variants are involved in cancer immune surveillance, it is probably due to epistatic effects rather than individual variant effects.