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Background/Objectives: Immune surveillance is increasingly recognized as a modifier of myeloproliferative neoplasm (MPN) initiation and evolution, yet the contribution of the NKG2D receptor and its ligands MICA/MICB to CALR-mutated disease remains unclear. Methods: We performed high-resolution next-generation sequencing genotyping of MICA and MICB in 43 patients with CALR-mutated MPN (WHO 2022 criteria) and compared the allele and haplotype distributions with those of 156 healthy Bulgarian controls and 85 patients with JAK2 V617F-positive MPN. Associations were tested using age- and sex-adjusted additive generalized linear models; bi-locus haplotypes were evaluated using haplotype score methods. In a genotyped subgroup (35 CALR-mutated MPN patients and 105 controls), functional KLRK1 (NKG2D) polymorphisms were analyzed for haplotype-level associations. We also performed 700 ns molecular dynamics simulations of selected MICA variants in complex with NKG2D and reanalyzed publicly available single-cell RNA-sequencing data (GSE117826) and RNA-sequencing data from CRISPR/Cas9-edited CALR-mutant iPSC-derived megakaryocytes to evaluate MICA/MICB expression. Results: MICA*004:001 was significantly associated with CALR-mutated MPN versus controls (p = 0.004; Bonferroni-adjusted p = 0.047), while MICB*008:001 showed only nominal association. Exploratory haplotype analyses identified a MICA*009:01-MICB*004:001 haplotype associated with CALR-mutated status (p = 0.008) and a KLRK1 G-A-G-T haplotype (rs1049174-rs2617160-rs2246809-rs2617170) associated with increased CALR-mutated MPN risk (OR = 3.61; p = 0.029). Transcriptomic reanalysis indicated a higher fraction of CALR-mutant stem and progenitor cells expressing detectable MICA/MICB transcripts, and heterozygous CALR-mutant megakaryocytes exhibited higher MICA expression than the wild type. Conclusions: Together, these data support an exploratory immunogenetic and transcriptomic link between the NKG2D-MICA/MICB axis and CALR-mutated MPN, but direct protein-level and functional studies are required before mechanistic or therapeutic conclusions can be drawn.