Clear cell renal cell carcinoma (ccRCC) is a common malignancy with high distant metastasis rate. Long non-coding RNAs (LncRNAs) are reported to be upregulated or downregulated in multiple cancers and play a crucial role in the metastasis of tumors or prognosis. Therefore, the purpose of our study is to construct a prognostic signature for ccRCC based on distant metastasis-related lncRNAs and explore the involved potential competitive endogenous RNA (ceRNA) network. The differentially expressed genes (DEGs) screened from the database of the cancer genome atlas (TCGA) were used to construct a co-expression network and identify the distant metastasis-related module by weighted gene co-expression network analysis (WGCNA). Key genes with metastatic and prognostic significance were identified through rigorous screening, including survival analysis, correlation analysis, and expression analyses in stage, grade, and distant metastasis, and were verified in the data set of gene expression omnibus (GEO) and the database from gene expression profiling interactive analysis (GEPIA). The potential upstream miRNAs and lncRNAs were predicted via five online databases and LncBase. Here, we constructed a ceRNA network of key genes that are significantly associated with the distant metastasis and prognosis of patients with ccRCC. The distant metastasis-related lncRNAs were used to construct a risk score model through the univariate, least absolute shrinkage selection operator (LASSO), and multivariate Cox regression analyses, and the patients were divided into high- and low-risk groups according to the median of the risk score. The Kaplan–Meier survival analysis demonstrated that mortality was significantly higher in the high-risk group than in the low-risk group. Considering the other clinical phenotype, the Cox regression analyses indicated that the lncRNAs model could function as an independent prognostic factor. Quantitative real-time (qRT)-PCR in the tissues and cells of ccRCC verified the high-expression level of three lncRNAs. Gene set enrichment analysis (GSEA) revealed that the lncRNA prognostic signature was mainly enriched in autophagy- and immune-related pathways, indicating that the autophagy and immune functions may play an important role in the distant metastasis of ccRCC. In summary, the constructed distant metastasis-related lncRNA signature could independently predict prognosis in patients with ccRCC, and the related ceRNA network provided a new sight on the potential mechanism of distant metastasis and a promising therapeutic target for ccRCC.