MX2 is an interferon inducible gene that is mostly known for its antiviral activity. We have previously demonstrated that MX2 is also associated with the tumorigenesis process in melanoma. However, it remains unknown which molecular mechanisms are regulated by MX2 in response to interferon signaling in this disease. Here, we report that MX2 is necessary for the establishment of an interferon‐induced transcriptional profile partially through regulation of STAT1 phosphorylation and other interferon‐related downstream factors, including proapoptotic tumor suppressor XAF1. MX2 and XAF1 expression tightly correlate in both cultured melanoma cell lines and in patient‐derived primary and metastatic tumors, where they also are significantly related with survival. MX2 mediates IFN growth‐inhibitory signals in both XAF1 dependent and independent ways and in a cell type and context‐dependent manner. Higher MX2 expression renders melanoma cells more sensitive to targeted therapy drugs such as vemurafenib and trametinib; however, this effect is XAF1 independent. In summary, we uncovered a new mechanism in the complex regulation of interferon signaling in melanoma that can influence both survival and response to therapy.