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Background: Innate/adaptive immunity is the key to anti-tumor therapy. However, its causal relationship to Gastrointestinal (GI) cancer remains unclear. Methods: Immunity genes were extracted from the MSigDB database. The Genome-wide association studies (GWAS) summary data of GI cancer were integrated with expression quantitative trait loci (eQTL) and DNA methylation quantitative trait loci (mQTL) associated with genes. Summary-data-based Mendelian randomization (SMR) and co-localization analysis were used to reveal causal relationships between genes and GI cancer. Two-sample MR analysis was used for sensitivity analysis. Single cell analysis clarified the enrichment of genes. Results: Three-step SMR analysis showed that a putative mechanism, cg17294865 CpG site regulating HLA-DRA expression was negatively associated with gastric cancer risk. HLA-DRA was significantly differentially expressed in monocyte/macrophage and myeloid cells in gastric cancer. Conclusion: This study provides evidence that upregulating the expression level of HLA-DRA can reduce the risk of gastric cancer. [ABSTRACT FROM AUTHOR]