Several of today's cancer treatments are based on the immune system's capacity to detect and destroy cells expressing neoantigens on major histocompatibility class-I molecules (MHC-I). Despite this, we still do not know the cell biology behind how antigenic peptide substrates (APSs) for the MHC-I pathway are produced. Indeed, there are few research fields with so many divergent views as the one concerning the source of APSs. This is quite remarkable considering their fundamental role in the immune systems’ capacity to detect and destroy virus-infected or transformed cells. A better understanding of the processes generating APSs and how these are regulated will shed light on the evolution of self-recognition and provide new targets for therapeutic intervention. We discuss the search for the elusive source of MHC-I peptides and highlight the cell biology that is still missing to explain how they are synthesised and where they come from.