Background. Ovarian cancer (OC) is one of the most frequently seen and fatal gynecological malignancies, and oxidative stress (OS) plays a critical role in the development and chemoresistance of OC. Materials and Methods. OS-related genes (OSRGs) were obtained from the Molecular Signatures Database. Besides, gene expression profiles and clinical information from The Cancer Genome Atlas (TCGA) were selected to identify the prognostic OSRGs. Moreover, univariate Cox regression, LASSO, and multivariate Cox regression analyses were conducted sequentially to establish a prognostic signature, which was later validated in three independent Gene Expression Omnibus (GEO) datasets. Next, gene set enrichment analysis (GSEA) and tumor mutation burden (TMB) analysis were performed. Afterwards, immune checkpoint genes (ICGs) and the tumor immune dysfunction and exclusion (TIDE) algorithm, together with IMvigor210 and GSE78220 cohorts, were applied to comprehensively explore the role of OSRG signature in immunotherapy. Further, the CellMiner and Genomics of Drug Sensitivity in Cancer (GDSC) databases were also applied in investigating the significance of OSRG signature in chemotherapy. Results. Altogether, 34 prognostic OSRGs were identified, among which 14 were chosen to establish the most valuable prognostic signature. The Kaplan-Meier (KM) analysis suggested that patients with lower OS-related risk score had better prognosis. The area under the curve (AUC) values were 0.71, 0.76, and 0.85 in 3, 5, and 7 years separately, and the stability of this prognostic signature was confirmed in three GEO datasets. As revealed by GSEA and TMB analysis results, OC patients in low-risk group might have better immunotherapeutic response, which was consistent with ICG expression and TIDE analyses. Moreover, both IMvigor210 and GSE78220 cohorts demonstrated that patients with lower OS-related risk score were more likely to benefit from anti-PD-1/L1 immunotherapy. In addition, the association between prognostic signature and drug sensitivity was explored. Conclusion. According to our results in this work, OSRG signature can act as a powerful prognostic predictor for OC, which contributes to generating more individualized therapeutic strategies for OC patients.