Autophagy exerts a pivotal effect on skin cutaneous melanoma (SKCM). This study was aimed to investigate the expression of autophagy related genes (ARGs) in SKCM as well as its clinical value. Differentially expressed (DE) ARGs were downloaded from the intersection of SKCM data in GEPIA2 database and ARGs in Human Autophagy Database (HADB) database, and were verified in SKCM datasets GSE46517 and GSE15605. DE ARGs were enriched by Metascape online tools. According to GEPIA2 database, tumor necrosis factor-related apoptosis-inducing ligand (TNFSF10) was identified as a closely related factor and prognostic marker of SKCM. Then the correlation analysis of clinicopathological characteristics between TNFSF10 and SKCM was completed by several online tools such as TISCH, HPA, BEST and qRT-PCR. Subsequently, we investigated TNFSF10 related functions and signal pathways with LinkedOmics online tool, and immune infiltration using Assistant for Clinical Bioinformatics online tool. Furthermore, correlation analysis between TNFSF10 expression and immunotherapy response was performed by TIDE algorithm and BEST online tool. And Kaplan-Meier Plotter was used to assessing the prognosis of SKCM patients receiving immunotherapy. Finally, the correlation analysis among TNFSF10 methylation, TNFSF10 expression and patient prognosis was completed by the DiseaseMeth version 2.0, UCSC XENA and qRT-PCR. ARGs are DE in SKCM and participate in the ERBB signaling pathway, as well as the processing and presentation of antigens. Moreover, TNFSF10's expression along with methylation expression were significantly associated with the prognosis. Low expression of TNFSF10 was associated with malignant clinicopathological features, lower immune signal activity and lower immunocytes abundance in patients with SKCM. As an ARG, TNFSF10 has a potential capacity in predicting the prognosis of SKCM patients, meanwhile, may be a novel immunotherapy marker for SKCM.