Based on transcriptomic analyses of thousands of samples from The Cancer Genome Atlas, we report that expression of constitutive proteasome (CP) genes (PSMB5, PSMB6, PSMB7) and immunoproteasome (IP) genes (PSMB8, PSMB9, PSMB10) is increased in most cancer types. In breast cancer, expression of IP genes was determined by the abundance of tumor infiltrating lymphocytes and high expression of IP genes was associated with longer survival. In contrast, IP upregulation in acute myeloid leukemia (AML) was a cell-intrinsic feature that was not associated with longer survival. Expression of IP genes in AML was IFN-independent, correlated with the methylation status of IP genes, and was particularly high in AML with an M5 phenotype and/or MLL rearrangement. Notably, PSMB8 inhibition led to accumulation of polyubiquitinated proteins and cell death in IPhigh but not IPlow AML cells. Co-clustering analysis revealed that genes correlated with IP subunits in non-M5 AMLs were primarily implicated in immune processes. However, in M5 AML, IP genes were primarily co-regulated with genes involved in cell metabolism and proliferation, mitochondrial activity and stress responses. We conclude that M5 AML cells can upregulate IP genes in a cell-intrinsic manner in order to resist cell stress.