CUGBP Elav‐like family member 2(CELF2) plays crucial roles in the development and activation of T cell. However, the impacts of CELF2 on tumour‐infiltrating immune cells (TIICs) and clinical outcomes of tumours remain unclear. In this study, we found that elevated CELF2 expression was markedly correlated with prolonged survival in multiple tumours, particularly in breast and lung cancers. Notably, CELF2 only impacted the prognosis of triple‐negative breast cancer (TNBC) with lymph node metastasis. Further investigation showed CELF2 expression was positively correlated with the infiltration abundance of dendritic cells (DCs), CD8+ T cells and neutrophils in breast invasive carcinoma (BRCA) and DCs in lung squamous cell carcinoma (LUSC). CELF2 also had strong correlations with markers of diverse TIICs such as T cells, tumour‐associated macrophages and DCs in BRCA and LUSC. Importantly, CELF2 was significantly associated with plenty of immune checkpoint molecules (ICMs) and outperformed five prevalent biomarkers including PD‐1, PD‐L1, CTLA‐4, CD8 and tumour mutation burden in predicting immunotherapeutic responses. Immunohistochemistry also revealed lower protein levels of CELF2 in TNBC and LUSC compared to normal tissues, and patients with high expression showed significantly prolonged prognosis. In conclusion, we demonstrated that increased CELF2 expression was closely related to better prognosis and superior TIIC infiltration and ICM expression, particularly in BRCA and LUSC. CELF2 also performed well in evaluating the immunotherapeutic efficacy, suggesting CELF2 might be a promising biomarker.