Immune monitoring in cancer immunotherapy involves screening CD8+ T-cell responses against neoantigens, the tumor-specific peptides presented by Major histocompatibility complex Class I (MHCI) on the cell surface. High-throughput immune monitoring requires methods to produce and characterize small quantities of thousands of MHCI-peptide complexes that may be tested for a patient's T-cell response. MHCI synthesis has been achieved using a photocleavable peptide that is exchanged by the neoantigen; however, assays that measure peptide exchange currently disassemble the complex prior to analysis─precluding direct molecular characterization. Here, we use native mass spectrometry (MS) to profile intact recombinant MHCI complexes and directly measure peptide exchange. Coupled with size-exclusion chromatography or capillary-zone electrophoresis, the assay identified all tested human leukocyte antigen (HLA)/peptide combinations in the nanomole to picomole range with minimal run time, reconciling the synthetic and analytical requirements of MHCI-peptide screening with the downstream T-cell assays. We further show that the assay can be "multiplexed" by measuring exchange of multiple peptides simultaneously and also enables calculation of Vc50, a measure of gas-phase stability. Additionally, MHCI complexes were fragmented by top-down sequencing, demonstrating that the intact complex, peptide sequence, and their binding affinity can be determined in a single analysis. This screening tool for MHCI-neoantigen complexes represents a step toward the application of state-of-the-art MS technology in translational settings. Not only is this assay already informing on the viability of immunotherapy in practice, the platform also holds promise to inspire novel MS readouts for increasingly complex biomolecules used in the diagnosis and treatment of disease.