Oncogenesis often implicates epigenetic alterations, including derepression of transposable elements (TEs) and defects in alternative splicing. Here, we explore the possibility that noncanonical splice junctions between exons and TEs represent a source of tumor-specific antigens. We show that mouse normal tissues and tumor cell lines express wide but distinct ranges of mRNA junctions between exons and TEs, some of which are tumor specific. Immunopeptidome analyses in tumor cell lines identified peptides derived from exon-TE splicing junctions associated to MHC-I molecules. Exon-TE junction-derived peptides were immunogenic in tumor-bearing mice. Both prophylactic and therapeutic vaccinations with junction-derived peptides delayed tumor growth in vivo. Inactivation of the TE-silencing histone 3-lysine 9 methyltransferase Setdb1 caused overexpression of new immunogenic junctions in tumor cells. Our results identify exon-TE splicing junctions as epigenetically controlled, immunogenic, and protective tumor antigens in mice, opening possibilities for tumor targeting and vaccination in patients with cancer.