Methylation of RNA plays an important role in cancer. Classical forms of such modifications include N6-methyladenine (m6A), 5-methylcytosine (m5C), and N1-methyladenine (m1A). Methylation-regulated long non-coding (lnc) RNAs are involved in various biological processes, such as tumor proliferation, apoptosis, immune escape, invasion, and metastasis. Therefore, we performed an analysis of transcriptomic and clinical data of pancreatic cancer samples in The Cancer Genome Atlas (TCGA). Using the co-expression method, we summarized 44 m6A/m5C/m1A-related genes and obtained 218 methylation-associated lncRNAs. Next, with COX regression, we screened 39 lncRNAs that are strongly associated with prognosis and found that their expression differed significantly between normal tissues and pancreatic cancer samples (P < 0.001). We then used the least absolute shrinkage and selection operator (LASSO) to construct a risk model comprising seven lncRNAs. In validation set, the nomogram generated by combining clinical characteristics accurately predicted the survival probability of pancreatic cancer patients at 1, 2, and 3 years after diagnosis (AUC = 0.652, 0.686, and 0.740, respectively). Tumor microenvironment analysis showed that the high-risk group had significantly more resting memory CD4 T cells, M0 macrophages, and activated dendritic cells and fewer naïve B cells, plasma cells, and CD8 T cells than the low-risk group (both P < 0.05). Most immune-checkpoint genes were significantly different between the high- and low-risk groups (P < 0.05). The Tumor Immune Dysfunction and Exclusion score showed that high-risk patients benefited more from treatment with immune checkpoint inhibitors (P < 0.001). Overall survival was also lower in high-risk patients with more tumor mutations than in low-risk patients with fewer mutations (P < 0.001). Finally, we explored the sensitivity of the high- and low-risk groups to seven candidate drugs. Our findings indicated that m6A/m5C/m1A-associated lncRNAs are potentially useful biomarkers for the early diagnosis and estimating the prognosis of, and ascertaining the responses to immunotherapy in, patients with pancreatic cancer.