Cytotoxic T cells are major players in the immune defence against human cytomegalovirus (HCMV). The virus has, however, developed several mechanisms to escape from this control. In particular, it down-regulates cell surface expression of HLA class I molecules. Because natural killer (NK) cells recognize and eliminate cells that lack HLA class I molecules, HCMV-infected cells could be more susceptible to NK lysis. In this review, we discuss the role played by NK cells in immune defence against HCMV and we describe potential strategies the virus has developed to escape from NK cell-mediated lysis. We focus in particular on a newly described protein, HCMV gpUL40, that induces cell surface expression of HLA-E, a non-classical class I molecule known to regulate NK cell functions.