Background Glioblastoma multiforme (GBM) is the leading cause of death among adult brain cancer patients. Glutathione peroxidase 2 (GPX2), as a factor in oxidative stress, plays an important role in carcinogenesis. However, its role in GBM has not been well established. The study aimed to investigate the clinical significance of GPX2 with GBM prognosis. Methods Data of GBM and healthy individuals were retrospectively collected from oncomine, cancer cell line encyclopedia (CCLE), gene expression profiling interactive analysis (GEPIA), UALCAN, and Human Protein Atlas. GPX2 mRNA expression was first assessed across various cancer types in oncomine and cancer cell lines from CCLE. The mRNA expression of GPX2 was compared between normal and GBM tissues using GEPIA (normal = 207; GBM = 163) and UALCAN (normal = 5; GBM = 156). The GPX2 methylation was analyzed using data from UALCAN (normal = 2; GBM = 140). The prognostic value of GPX2 in GBM was explored in GEPIA and UALCAN using Kaplan–Meier method. STRING database was used to construct protein–protein interaction (PPI) network and Kyoto Encyclopedia of Genes and Genomes (KEGG) pathway. Statistical significance was set as <0.05. Results The current study revealed no significant differences in GPX2 expression between normal and GBM from GEPIA data (P > 0.05) and UALCAN (P = 0.257). Patients with higher GPX2 intended to have a poorer prognosis (P = 0.0089). The KEGG pathways found that chemokine-signaling pathway were the more preferred. Conclusions The findings demonstrated that GPX2 might be a potential diagnosis and prognostic indicator for GBM. Chemokine-signaling pathway may be involved in GPX2 function.