SLC41A3, as a member of the 41st family of solute carriers, participates in the transport of magnesium. The role of SLC41A3 in cancer prognosis and immune regulation has rarely been reported. This study was designed to analyze the expression status and prognostic significance of SLC41A3 in pan-cancers. The mRNA expression profiles of SLC41A3 were obtained from The Cancer Genome Atlas (TCGA), the Genotype-Tissue Expression (GTEx), the Broad Institute Cancer Cell Line Encyclopedia (CCLE), and the International Cancer Genome Consortium (ICGC). The Cox regression and Kaplan-Meier analyses were used to evaluate the prognostic value of SLC41A3 in pan-cancer. Furthermore, the correlation between SLC41A3 expression and immune cells infiltration, immune checkpoint, mismatch repair (MMR), DNA methyltransferase (DNMT), tumor mutation burden (TMB), and microsatellite instability (MSI) were calculated using data form TCGA database. The results showed that the expression of SLC41A3 was down-regulated in kidney renal clear cell carcinoma (KIRC), and was associated with poor overall survival and tumor-specific mortality. Whereas, the expression of SLC41A3 was up-regulated in liver hepatocellular carcinoma (LIHC), and the results of Cox regression analysis revealed that SLC41A3 was an independent factor for LIHC prognosis. Meanwhile, a nomogram including SLC41A3 and stage was built and exhibited good predictive power for the overall survival of LIHC patients. Additionally, correlation analysis suggested a significant correlation between SLC41A3 and TMB, MSI, MMR, DNMT, and immune cells infiltration in various cancers. The overall survival and disease-specific survival analysis revealed that the combined SLC41A3 expression and immune cell score, TMB, and MSI were significantly associated with clinical outcomes in ACC, LIHC, and UVM patients. Therefore, we proposed that SLC41A3 may serve as a potential prognostic biomarker for cancer.