The dysregulation of PD-1 ligands (PD-L1 and PD-L2) and CTLA-4 ligands (CD80 and CD86) represents a tumor strategy to escape the immune surveillance. Here, the expression of PD-L1, PD-L2, CD80, and CD86 was evaluated at the mRNA level in 94 patients affected by papillary thyroid carcinoma (PTC) and 11 patients affected by anaplastic thyroid carcinoma (ATC). Variations in the mRNAs in PTC patients were then correlated with clinicopathological features. The expression of all genes was deregulated in PTC and ATC tissues compared to normal tissues. In particular, the downregulation of CD80 was observed above all in ATC. In addition, the increased expression of CD80 associated with longer disease-free survival in PTC. Higher expression of PD-L1 associated with the classical histological variant and with the presence of BRAFV600E mutation in PTC. The increased PD-L2 expression correlated with BRAFV600E mutation and lymph node metastasis, while its lower expression correlated with the follicular PTC variant. The latter was also associated with the CD80 downregulation, which was also related to the absence of lymph node metastasis. In conclusion, we documented the overall dysregulation of PD-1 and CTLA-4 ligands in PTC and ATC tissues and a possible prognostic value for CD80 gene expression in PTC.