MicroRNAs (miRNAs) are small non-coding RNA molecules that bind to target sites in different gene regions and regulate post-transcriptional gene expression. Approximately 95% of human multi-exon genes can be spliced alternatively, which enables the production of functionally diverse transcripts and proteins from a single gene. Through alternative splicing, transcripts might lose the exon with the miRNA target site and become unresponsive to miRNA regulation. To check this hypothesis, we studied the role of miRNA target sites in both coding and noncoding regions using six cancer data sets from The Cancer Genome Atlas (TCGA). First, we predicted miRNA target sites on mRNAs from their sequence using TarPmiR. To check whether alternative splicing interferes with this regulation, we trained linear regression models to predict miRNA expression from transcript expression. Using nested models, we compared the predictive power of transcripts with miRNA target sites in the coding regions to that of transcripts without target sites. Models containing transcripts with target sites perform significantly better. We conclude that alternative splicing does interfere with miRNA regulation by skipping exons with miRNA target sites within the coding region.