MAX dimerization protein 3 (MXD3), a transcriptional regulator of the MXD3 superfamily, is a part of the MYC–MAX–MXD network. However, its role in tumors has been reported in several cancers, such as B-cell acute lymphoblastic leukemia, medulloblastoma, neuroblastoma, and glioblastoma. Based on TCGA and GEO data, our first pancancer study of MXD3 confirmed the high expression of MXD3 in cancer tissues. Our results revealed that patients suffering from cancers with higher MXD3 expression had poor OS, DSS, DFI, and PFI. We further explored the methylation status of the MXD3 gene body and gene promoter in cancer. Patients with a higher MXD3 gene body have better OS, while the prognosis of patients with a high MXD3 promoter is more complex. We also verified the differential expression of three clinical phenotypes of MXD3: age, sex, and tumor stage, in a variety of tumors, suggesting a correlation between MXD3 and clinical characteristics. We explored the negative relationship between MXD3 and TMB and MSI in most types of cancer, indicating the poor prognosis of patients with high MXD3 expression. We further investigated the relationship between MXD3 and immune infiltrating cells and identified the relationship between MXD3 and immune genes, immunosuppressive genes, and antigen-presenting genes. All of the above findings established a solid relationship between MXD3 and the immune environment and immune cells. These results demonstrated that MXD3 might also be a potential immune factor. We also found a higher expression of MXD3 and promoter according to the increasing glioma WHO grade or histologic types. Glioma patients with high MXD3 or MXD3 promoter expression had poor survival. Finally, we used IHC to verify the higher expression of MXD3 in glioma samples compared to normal samples. Our study shows that MXD3, as a poor prognostic factor, plays a significant role in many cancers, especially glioma. Although more clinical evidence for MXD3 as a clinical therapeutic target and an immunotherapy site is needed, MXD3 can play an important guiding role in multiple clinical treatments, including immunotherapy and demethylation therapy.