Trophoblast cells from bovine somatic cell nuclear transfer (SCNT) conceptuses express major histocompatibility complex class I (MHC-I) proteins early in gestation, and this may be one cause of the significant first-trimester embryonic mortality observed in these pregnancies. MHC-I homozygous-compatible (n = 9), homozygous-incompatible (n = 8), and heterozygous-incompatible (n = 5) SCNT pregnancies were established. The control group consisted of eight pregnancies produced by artificial insemination. Uterine and placental samples were collected on Day 35 ± 1 of pregnancy, and expression of MHC-I, leukocyte markers, and cytokines were examined by immunohistochemistry. Trophoblast cells from all SCNT pregnancies expressed MHC-I, while trophoblast cells from age-matched control pregnancies were negative for MHC-I expression. Expression of MHC-I antigens by trophoblast cells from SCNT pregnancies was associated with lymphocytic infiltration in the endometrium. Furthermore, MHC-I-incompatible conceptuses, particularly the heterozygous-incompatible ones, induced a more pronounced lymphocytic infiltration than MHC-I-compatible conceptuses. Cells expressing cluster of differentiation (CD) 3, gamma/deltaTCR, and MHC-II were increased in the endometrium of SCNT pregnancies compared to the control group. CD4+ lymphocytes were increased in MHC-I-incompatible pregnancies compared to MHC-I-compatible and control pregnancies. CD8+, FOXP3+, and natural killer cells were increased in MHC-I heterozygous-incompatible SCNT pregnancies compared to homozygous SCNT and control pregnancies.