Emerging evidence supports FDX1's important role in the development and progression of cancer, but no extensive cancer analysis is available to date. This study was the first to comprehensively explore the expression of FDX1 in 33 types of cancer and the significance of FDX1 in clinical prognosis by using bioinformatics techniques. Meanwhile, we analyzed the relationship between FDX1 and pathological stage, as well as immune cell infiltration. Based on this, the important role of FDX1 in tumor immunotherapy was proposed. The expression of FDX1 was significantly different between normal and tumor samples in 17 of 33 types of cancer. Besides, Cox regression analysis showed that FDX1 is a protective gene in Kidney renal clear cell carcinoma (KIRC), Cervical squamous cell carcinoma and endocervical adenocarcinoma (CESC), Liver hepatocellular carcinoma (LIHC), Kidney renal papillary cell carcinoma (KIRP), Mesothelioma (MESO), and Thyroid carcinoma (THCA). Porphyrin and oxidative metabolism pathway regulating integrator complex was involved in the process. Furthermore, high expression of FDX1 promoted infiltration of Eosinophils and monocyte in Adrenocortical carcinoma (ACC) and Kidney Chromophobe (KICH) by affecting the tumor microenvironment (TME) and was significantly correlated with immune checkpoint genes. Our first pan-cancer analysis elucidates the expression characteristics of FDX1 across different cancers and highlights its potential value as a prognostic biomarker, laying a foundation for further study of its immunotherapy mechanism in various cancers.