Colon adenocarcinoma (COAD) is one of the most prevalent malignant tumors worldwide. Immune genes have a considerable correlation with tumor initiation, prognosis. This paper aims to identify the prognosis value of immune genes in COAD and conduct a prognosis model for clinical utility. Gene expression data of COAD were downloaded from The Cancer Genome Atlas, screening and analyzing differentially expressed immune genes by bioinformatics. Core genes were screened by univariate and multivariate Cox regression analysis. Survival analysis was appraised by the Kaplan-Meier method and the log-rank test. Gene Ontology, Kyoto Encyclopedia of Genes and Genomes, and Gene Set Enrichment Analysis were used to identify immune genes' relevant signal pathways. We predicted the overall survival (OS) by nomogram. Finally, a prognosis model was conducted based on 12 immune genes (SLC10A2, CXCL3, NOX4, FABP4, ADIPOQ, IGKV1-33, IGLV6-57, INHBA, UCN, VIP, NGFR, and TRDC). The risk score was an independent prognostic factor, and a nomogram could accurately predict the OS of individual COAD patients. These results were validated in GSE39582, GSE12945, and GSE103479 cohorts. Functional enrichment analysis demonstrated that these immune genes are mainly enriched in hormone secretion, hormone transport, lipid transport, cytokine-cytokine receptor interaction, and PPAR signaling pathway. In summary, the risk score is an independent prognostic biomarker. We also excavated several immune genes related to COAD's survival and maybe potential biomarkers for COAD diagnosis and treatment.