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Background: Recent advances demonstrate the role of chromatin regulators, including histone variants and histone chaperones, in cancer initiation and progression. Methods: Histone H3K4me3, histone variant centromere protein (CENP-A) and histone chaperones Holliday junction recognition protein (HJURP) as well as DAXX expression were examined immunohistochemically in 95 thymic epithelial tumor (TET) specimens. Our results were compared with the expression profile of DAXX, HJURP and CENP-A in gene expression profiling interactive analysis (GEPIA2). Results: The lymphocyte-poor B3- and C-type TETs were more frequently DAXX negative (p = 0.043). B3 and C-Type TETs showed higher cytoplasmic and nuclear CENP-A (p = 0.007 and p = 0.002) and higher cytoplasmic HJURP H-score (p < 0.001). Higher nuclear CENP-A and cytoplasmic HJURP expression was associated with advanced Masaoka–Koga stage (p = 0.048 and p < 0.001). A positive correlation between HJURP and CENP-A was also observed. The presence of cytoplasmic CENP-A expression was correlated with a favorable overall survival (p = 0.03). CENP-A overexpression in survival analysis of TCGA TETs showed similar results. H3K4me3 expression was not associated with any clinicopathological parameters. Conclusions: Our results suggest a significant interaction between CENP-A and HJURP in TETs. Moreover, we confirmed the presence of a cytoplasmic CENP-A immunolocalization, suggesting also a possible favorable prognostic value of this specific immunostaining pattern.