Uveal melanoma (UVM) is the most common primary tumor in adult human eyes. Costimulatory molecules (CMs) are important in maintaining T cell biological functions and regulating immune responses. To investigate the role of CMs in UVM and exploit prognostic signature by bioinformatics analysis. This study aimed to identify and validate a CMs associated signature and investigate its role in the progression and prognosis of UVM. The expression profile data of training cohort and validation cohort were downloaded from The Cancer Genome Atlas (TCGA) dataset and the Gene Expression Omnibus (GEO) dataset. 60 CM genes were identified, and 34 genes were associated with prognosis by univariate Cox regression. A prognostic signature was established with six CM genes. Further, high- and low-risk groups were divided by the median, and Kaplan–Meier (K-M) curves indicated that high-risk patients presented a poorer prognosis. We analyzed the correlation of gender, age, stage, and risk score on prognosis by univariate and multivariate regression analysis. We found that risk score was the only risk factor for prognosis. Through the integration of the tumor immune microenvironment (TIME), it was found that the high-risk group presented more immune cell infiltration and expression of immune checkpoints and obtained higher immune scores. Enrichment analysis of the biological functions of the two groups revealed that the differential parts were mainly related to cell–cell adhesion, regulation of T-cell activation, and cytokine–cytokine receptor interaction. No differences in tumor mutation burden (TMB) were found between the two groups. GNA11 and BAP1 have higher mutation frequencies in high-risk patients. Finally, based on the Genomics of Drug Sensitivity in Cancer 2 (GDSC2) dataset, drug sensitivity analysis found that high-risk patients may be potential beneficiaries of the treatment of crizotinib or temozolomide. Taken together, our CM-related prognostic signature is a reliable biomarker that may provide ideas for future treatments for the disease.