Costimulatory molecules can promote the activation and proliferation of T cells and play an essential role in immunotherapy. However, their role in the prognosis of colon adenocarcinoma remains elusive. In this study, the expression data of costimulatory molecules and clinicopathological information of 429 patients with colon adenocarcinoma were obtained from The Cancer Genome Atlas database. The patients were divided into training and verification cohorts. Correlation, Cox regression, and Lasso regression analyses were performed to identify costimulatory molecules related to prognosis. After mentioning the construction of the risk mode, a nomogram integrating the clinical characteristics and risk scores of patients was constructed to predict prognosis. Eventually, three prognostic costimulatory molecules were identified and used for constructing a risk model. High expression of these three molecules indicated a poor prognosis. The predictive accuracy of the risk model was verified in the GSE17536 dataset. Subsequently, multivariate regression analysis showed that the signature based on the three costimulatory molecules was an independent risk factor in the training cohort (HR = 2.12; 95% CI = 1.26, 3.56). Based on the risk model and clinicopathological data, the AUC values for predicting the 1-, 3-, and 5-year survival probability of patients with colon adenocarcinoma were 0.77, 0.77, and 0.71, respectively. To the best of our knowledge, this study is the first to report a risk signature constructed based on the costimulatory molecules TNFRSF10c, TNFRSF13c, and TNFRSF11a. This risk signature can serve as a prognostic biomarker for colon adenocarcinoma and is related to the immunotherapeutic response of patients.