The suppressor of cytokine signaling (SOCS) family contains eight members, including SOCS1–7 and CIS, and SOCS3 has been shown to inhibit cytokine signal transduction in various signaling pathways. Although several studies have currently shown the correlations between SOCS3 and several types of cancer, no pan-cancer analysis is available to date. We used various computational tools to explore the expression and pathogenic roles of SOCS3 in several types of cancer, assessing its potential role in the pathogenesis of cancer, in tumor immune infiltration, tumor progression, immune evasion, therapeutic response, and prognostic. The results showed that SOCS3 was downregulated in most The Cancer Genome Atlas (TCGA) cancer datasets but was highly expressed in brain tumors, breast cancer, esophageal cancer, colorectal cancer, and lymphoma. High SOCS3 expression in glioblastoma multiforme (GBM) and brain lower-grade glioma (LGG) were verified through immunohistochemical experiments. GEPIA and Kaplan–Meier Plotter were used, and this bioinformatics analysis showed that high SOCS3 expression was associated with a poor prognosis in the majority of cancers, including LGG and GBM. Our analysis also indicated that SOCS3 may be involved in tumor immune evasion via immune cell infiltration or T-cell exclusion across different types of cancer. In addition, SOCS3 methylation was negatively correlated with mRNA expression levels, worse prognoses, and dysfunctional T-cell phenotypes in various types of cancer. Next, different analytical methods were used to select genes related to SOCS3 gene alterations and carcinogenic characteristics, such as STAT3, SNAI1, NFKBIA, BCL10, TK1, PGS1, BIRC5, TMC8, and AFMID, and several biological functions were identified between them. We found that SOCS3 was involved in cancer development primarily through the JAK/STAT signaling pathway and cytokine receptor activity. Furthermore, SOCS3 expression levels were associated with immunotherapy or chemotherapy for numerous types of cancer. In conclusion, this study showed that SOCS3 is an immune-oncogenic molecule that may possess value as a biomarker for diagnosis, treatment, and prognosis of several types of cancer in the future.