Nuclear speckle-type POZ protein (SPOP) is the most commonly point-mutated gene in prostate adenocarcinoma, and mislocalises to the cytoplasm in clear cell renal cell carcinoma (ccRCC) with von Hippel Lindau (VHL) loss. SPOP was hitherto characterised as an E3 ubiquitin ligase adaptor. Here, we find that SPOP plays a non-canonical role as a scaffold for RNA-binding proteins within the nuclear speckle, and that speckles lacking competent SPOP exhibit compromised hypoxia- and nutrient-sensitive splicing. This causes nonsense-mediated decay of intron-retaining transcripts from the major histocompatibility complex (MHC) class I locus, and from the master autophagy regulator, transcription factor EB (TFEB), the downregulation of which is associated with worse human ccRCC patient survival. We therefore reveal a dual, compartment-specific role for SPOP in carcinogenesis. While cytoplasmic SPOP is oncogenic, we find that nuclear SPOP has a tumour-suppressive splicing function impacting immune surveillance and autophagy that is lost upon its mislocalisation or mutation.