Both modeling of antigen-processing pathway including major histocompatibility complex (MHC) binding and immunogenicity prediction of those MHC-binding peptides are essential to develop a computer-aided system of peptide-based vaccine design that is one goal of immunoinformatics. Numerous studies have dealt with modeling the immunogenic pathway but not the intractable problem of immunogenicity prediction due to complex effects of many intrinsic and extrinsic factors. Moderate affinity of the MHC-peptide complex is essential to induce immune responses, but the relationship between the affinity and peptide immunogenicity is too weak to use for predicting immunogenicity. This study focuses on mining informative physicochemical properties from known experimental immunogenicity data to understand immune responses and predict immunogenicity of MHC-binding peptides accurately.