Tyrosine kinase inhibitor (TKI) drugs have significantly improved chronic myeloid leukemia (CML) outcomes. Neopeptides from CML cells may induce specific immune responses, which are crucial for deep molecular (DMR) and treatment-free remission (TFR). In this study of Ethiopian patients with CML (n = 162), the HLA alleles and single-nucleotide polymorphisms of five cytokines revealed significant associations with clinical outcomes. Clinically unfavorable outcomes correlated with HLA alleles A*03:01/02, A*23:17:01, B*57:01/02/03, and HLA-DRB4*01:01 (p-value = 0.0347, p-value = 0.0285, p-value = 0.037, and p-value = 0.0127, respectively), while HLA-DRB4*01:03:01 was associated with favorable outcomes (p-value = 0.0058). After assigning values for the ‘low’, ‘intermediate’, and ‘high’ gene expression of the SNPs’ respective cytokine genes, Kaplan–Meier estimates for relapse-free survival, adjusted for age, treatment duration, and relapse risk among patients after the administration of TKIs, indicated that a gene expression ratio above the overall median of TNF-α, IL-6, and the combination of TGF-β1/IL-10, IFNγ, and IL-6/IL-10 TGF-β1 was correlated with a higher likelihood of treatment failure ((RR: 3.01; 95% CI: 1.1–8.3; p-value = 0.0261) and (RR: 2.4; 95% CI: 1.1–5.2; p-value = 0.022), respectively). Multi-SNPs, surpassing single-SNPs, and HLA allele polymorphisms showed promise in predicting outcomes of patients with CML during TKI treatment, prompting further exploration into their potential utility.