Background Skin cutaneous melanoma (SKCM) is a prevalent skin cancer whose metastatic form is dangerous due to its high morbidity and mortality. Previous studies have systematically established the vital role of oxidative stress (OS) in melanoma progression. This study aimed to identify prognostic OS genes closely associated with SKCM and illustrate their potential mechanisms. Methods Transcriptome data and corresponding clinical traits of patients with SKCM were retrieved from The Cancer Genome Atlas (TCGA) and Gene Expression Omnibus (GEO) databases. A weighted gene co-expression network analysis was conducted to identify relationships between clinical features and OS genes in specific modules. Subsequently, Cox regression analysis was performed on candidate OS genes; four hub prognosis-associated OS genes (AKAP9, VPS13C, ACSL4, and HMOX2) were identified to construct a prognostic model. Results After a series of bioinformatics analysis, our prognostic model was identified significantly associated with the overall survival of patients with SKCM and metastatic ability of the cancer. Furthermore, our risk model demonstrated improved diagnostic accuracy in TCGA and GEO cohorts. In addition, we established two nomograms based on either risk score or hub genes, which displayed favorable discriminating ability for SKCM. Conclusions Together, our results provide novel insight into the potential applications of OS-associated genes in SKCM.