The transcription factor NRF2 is the major mediator of oxidative stress responses and is closely connected to therapy resistance in tumors harboring activating mutations in the NRF2 pathway. In melanoma, such mutations are rare, and it is unclear to what extent melanomas rely on NRF2. Here we show that NRF2 suppresses the activity of the melanocyte lineage marker MITF in melanoma, thereby reducing the expression of pigmentation markers. Intriguingly, we furthermore identified NRF2 as key regulator of immune-modulating genes, linking oxidative stress with the induction of cyclooxygenase 2 (COX2) in an ATF4-dependent manner. COX2 is critical for the secretion of prostaglandin E2 and was strongly induced by H2O2 or TNFα only in presence of NRF2. Induction of MITF and depletion of COX2 and PGE2 were also observed in NRF2-deleted melanoma cells in vivo. Furthermore, genes corresponding to the innate immune response such as RSAD2 and IFIH1 were strongly elevated in absence of NRF2 and coincided with immune evasion parameters in human melanoma datasets. Even in vitro, NRF2 activation or prostaglandin E2 supplementation blunted the induction of the innate immune response in melanoma cells. Transcriptome analyses from lung adenocarcinomas indicate that the observed link between NRF2 and the innate immune response is not restricted to melanoma.