Proteasome subunit beta types 8 and 9 (PSMB8, PSMB9) play critical roles in the human leukocyte antigen class I (HLA I)-presenting system. Studies have suggested that polymorphisms in the PSMB8 and PSMB9 genes may influence the immune functions of PSMB8 and PSMB9, and thus be associated with various human cancers. We investigated associations involving single nucleotide polymorphisms (SNPs) rs2071543 in PSMB8, rs1351383, rs17587 and rs2127675 in PSMB9 and risk of cervical intraepithelial neoplasia (CIN) and cervical cancer in a Chinese Han population. A total of 543 patients with CIN, 1008 patients with cervical cancer, and 1120 healthy individuals were enrolled. Agena MassArray was used for SNP genotyping of PSMB8 and PSMB9. Associations involving these SNPs and risk of CIN and cervical cancer were analysed. Our results showed that the PSMB8 T/T and T/G genotypes of rs2071543 may be associated with a higher risk of CIN (P = 0.011, OR = 1.35,95% CI: 1.07–1.70) and cervical cancer (P = 0.006, OR = 1.31, 95% CI: 1.08–1.59). For rs17587, the A allele (P = 0.001, OR = 1.303, 95% CI: 1.115–1.522), and the A/A and A/G genotypes (P = 0.001, OR = 1.36, 95% CI: 1.13–1.63) may be risk factors for cervical cancer. These results indicated that PSMB8 rs2071543 might influence susceptibility to CIN and cervical cancer, and PSMB9 rs17587 might influence cervical cancer susceptibility in a Chinese Han population.