Major histocompatibility complex-I (MHC-I) presents tumour antigens to CD8+ T cells and triggers anti-tumour immunity. Humans may have 30,000-60,000 long noncoding RNAs (lncRNAs). However, it remains poorly understood whether lncRNAs affect tumour immunity. Here, we identify a lncRNA, lncRNA inducing MHC-I and immunogenicity of tumour (LIMIT), in humans and mice. We found that IFNγ stimulated LIMIT, LIMIT cis-activated the guanylate-binding protein (GBP) gene cluster and GBPs disrupted the association between HSP90 and heat shock factor-1 (HSF1), thereby resulting in HSF1 activation and transcription of MHC-I machinery, but not PD-L1. RNA-guided CRISPR activation of LIMIT boosted GBPs and MHC-I, and potentiated tumour immunogenicity and checkpoint therapy. Silencing LIMIT, GBPs and/or HSF1 diminished MHC-I, impaired antitumour immunity and blunted immunotherapy efficacy. Clinically, LIMIT, GBP- and HSF1-signalling transcripts and proteins correlated with MHC-I, tumour-infiltrating T cells and checkpoint blockade response in patients with cancer. Together, we demonstrate that LIMIT is a cancer immunogenic lncRNA and the LIMIT-GBP-HSF1 axis may be targetable for cancer immunotherapy.