Background: The prognosis of pancreatic cancer, which is among the solid tumors associated with high mortality, is poor. There is a need to improve the overall survival rate of patients with pancreatic cancer. Materials and Methods: The Cancer Genome Atlas (TCGA) dataset with 153 samples and the International Cancer Genome Consortium (ICGC) dataset with 235 samples were used as the discovery and validation cohorts, respectively. The least absolute shrinkage and selection operator regression was used to construct the prognostic prediction model based on the DNA methylation markers. The predictive efficiency of the model was evaluated based on the calibration curve, concordance index, receiver operating characteristic curve, area under the curve, and decision curve. The xenograft model and cellular functional experiments were used to investigate the potential role of DNAJB1 in pancreatic cancer. Results: A prognostic prediction model based on four CpG sites (cg00609645, cg13512069, cg23811464, and cg03502002) was developed using TCGA dataset. The model effectively predicted the overall survival rate of patients with pancreatic cancer, which was verified in the ICGC dataset. Next, a nomogram model based on the independent prognostic factors was constructed to predict the overall survival rate of patients with pancreatic cancer. The nomogram model had a higher predictive value than TCGA or ICGC datasets. The low-risk group with improved prognosis exhibited less mutational frequency and high immune infiltration. The brown module with 247 genes derived from the WGCNA analysis was significantly correlated with the prognostic prediction model, tumor grade, clinical stage, and T stage. The bioinformatic analysis indicated that DNAJB1 can serve as a novel biomarker for pancreatic cancer. DNAJB1 knockdown significantly inhibited the proliferation, migration, and invasion of pancreatic cancer cells in vivo and in vitro.