A study by Tsvetkov et al. recently published a proposed novel form of copper-induced cell death in Science; however, few studies have looked into the possible mechanism in soft tissue sarcoma (STS). Herein, this study sought to investigate the function of cuproptosis-related genes (CRGs) in the development of tumor-associated immune cells and the prognosis of sarcoma. Herein, this study aimed to explore the role of cuproptosis-related genes (CRGs) in the development, tumor-associated immune cells, and the prognosis of sarcoma. Methods: The prognostic model was established via the least absolute shrinkage and selection operator (LASSO) algorithm as well as multivariate Cox regression analysis. The stromal scores, immune scores, ESTIMA scores, and tumor purity of sarcoma patients were evaluated by the ESTIMATE algorithm. Functional analyses were performed to investigate the underlying mechanisms of immune cell infiltration and the prognosis of CRGs in sarcoma. Results: Two molecular subgroups with different CRG expression patterns were recognized, which showed that patients with a higher immune score and more active immune status were prone to have better prognostic survival. Moreover, GO and KEGG analyses showed that these differentially expressed CRGs were mainly enriched in metabolic/ions-related signaling pathways, indicating that CRGs may have impacts on the immune cell infiltration and prognosis of sarcoma via regulating the bioprocess of mitochondria and consequently affecting the immune microenvironment. The expression levels of CRGs were closely correlated to the immunity condition and prognostic survival of sarcoma patients. Conclusions: The interaction between cuproptosis and immunity in sarcoma may provide a novel insight into the study of molecular mechanisms and candidate biomarkers for the prognosis, resulting in effective treatments for sarcoma patients.