HLA class I alleles containing premature termination codons (PTCs) are increasingly being found. To understand their effects on MHC class I expression, HLA-A*2402 mutants containing PTCs were transfected into class I-deficient cells, and expression of HLA-A mRNA and protein was determined. In exons 2, 3, and 4, and in the 5′ part of exon 5, PTCs reduced mRNA levels by up to 90%, whereas in the 3′ part of exon 5 and in exons 6 and 7 they had little effect. Transition in the extent of nonsense-mediated mRNA decay occurred within a 48-nt segment of exon 5, placed 58 nt upstream from the exon 5/exon 6 junction. This transition did not conform to the positional rule obeyed by other genes, which predicted it to be ∼50–55 nt upstream of the exon 7/exon 8 junction and thus placing it in exon 6. Mutants containing extra gene segments showed the difference is caused by the small size of exons 5 and 6, which renders them invisible to the surveillance machinery. For the protein, a transition from secretion to membrane association occurs within a 26-nt segment of exon 5, 17 nt upstream of the exon 5/exon 6 junction. Premature termination in exon 5 can produce secreted and membrane-associated HLA-A variants expressed at high levels.