In this paper we report a chemometric approach to Quantitative Structure-Activity Relationship (QSAR) analysis applied to a study of the binding of peptides to Major Histocompatibility Complex (MHC) class I proteins. Peptides which possess the known primary anchor residue motif for HLA-B27 binding do not necessarily bind to HLA-B27 proteins. Secondary anchor residues are also involved, but it is not yet clear which amino acids are required or in which positions. A classic approach to this problem would be to synthesize multiple peptides each varying by a single amino acid from a starting peptide, and test them for their binding properties. Not only is this approach inefficient, but it is essentially unable to provide information about possible mutual interactions of amino acid residues in different positions. Using a statistical design to select the most informative compounds to use in the QSAR study, it was possible to analyse the effects on HLA-B27 peptide binding of different amino acids in four positions by means of only nine peptides. The relative binding activity of these peptides could then be modeled mathematically to provide information about the relative contribution of each of the four positions and to suggest a new peptide with high binding affinity. Our results demonstrate the usefulness of the chemometric strategy for studying peptides of interest in molecular immunology.