Loss of the CDKN2A gene and its protein p16 is a common event in pleural mesothelioma, which is frequently investigated to confirm the diagnosis. The loss of CDKN2A is often accompanied by simultaneous loss of the genes located in the vicinity, including the MTAP gene and protein. Detection of CDKN2A loss is usually achieved by relatively expensive fluorescent in situ hybridization (FISH) analysis. Here, we investigated if inexpensive immunohistochemistry (IHC) for p16 and MTAP could be used as an alternative detection method. Comparing CDKN2A and MTAP gene status, analyzed by the copy-number variation array, with p16/MTAP IHC revealed high sensitivity and specificity of the IHC for detecting gene loss. Our data show that p16/MTAP IHC can be used as an alternative to p16 FISH for detection of CDKN2A/MTAP loss. We recommend combined MTAP and p16 immunohistochemistry to confirm the diagnosis of PM. CDKN2A deletion is a common alteration in pleural mesothelioma (PM) and frequently associated with co-deletion of MTAP. Since the standard detection method for CDKN2A deletion and FISH analysis is relatively expensive, we here investigated the suitability of inexpensive p16 and MTAP IHC by comparing concordance between IHC and OncoScan CNV arrays on samples from 52 PM patients. Concordance was determined using Cohen’s kappa statistics. Loss of CDKN2A was associated with co-deletion of MTAP in 71% of cases. CDKN2A-MTAP copy-number normal cases were also IHC positive in 93% of cases for p16 and 100% for MTAP, while homozygous deletion of CDKN2A-MTAP was always associated with negative IHC for both proteins. In cases with heterozygous CDKN2A-MTAP loss, IHC expression of p16 and MTAP was negative in 100% and 71%, respectively. MTAP and p16 IHC showed high sensitivity (MTAP 86.5%, p16 100%) and specificity (MTAP 100%, p16 93.3%) for the detection of any gene loss. Loss of MTAP expression occurred exclusively in conjunction with loss of p16 labeling. Both p16 and MTAP IHC showed high concordance with Oncoscan CNV arrays (kappa = 0.952, p < 0.0001, and kappa = 0.787, p < 0.0001 respectively). We recommend combined MTAP and p16 immunohistochemistry to confirm the diagnosis of PM.