PCSK9 is implicated in familial hypercholesterolemia via targeting the cell surface PCSK9-LDLR complex toward lysosomal degradation. The M2 repeat in the PCSK9’s C-terminal domain is essential for its extracellular function, potentially through its interaction with an unidentified “protein X”. The M2 repeat was recently shown to bind an R-x-E motif in MHC-class-I proteins (implicated in the immune system), like HLA-C, and causing their lysosomal degradation. These findings suggested a new role of PCSK9 in the immune system and that HLA-like proteins could be “protein X” candidates. However, the participation of each member of the MHC-I protein family in this process and their regulation of PCSK9’s function have yet to be determined. Herein, we compared the implication of MHC-I-like proteins such as HFE (involved in iron homeostasis) and HLA-C on the extracellular function of PCSK9. Our data revealed that the M2 domain regulates the intracellular sorting of the PCSK9-LDLR complex to lysosomes, and that HFE is a new target of PCSK9 that inhibits its activity on the LDLR, whereas HLA-C enhances its function. This work suggests the potential modulation of PCSK9’s functions through interactions of HFE and HLA-C.