Prostate cancer is the most common malignant tumor of male urogenital system that occurs in prostate epithelium. However, relationship between CAV1 and KRT5 and prostate cancer remains unclear. The prostate cancer datasets GSE114740 and GSE200879 were downloaded from Gene Expression Omnibus generated by GPL11154 and GPL32170. De-batch processing was performed, differentially expressed genes (DEGs) were screened, and weighted gene co-expression network analysis. The construction and analysis of protein–protein interaction network, functional enrichment analysis, gene set enrichment analysis. Gene expression heat map was drawn and immune infiltration analysis was performed. Comparative toxicogenomics database analysis were performed to find the disease most related to core gene. In addition, the cell experiment was performed to verify the role of CAV1 and KRT5 by western blot. Divided into 4 groups: control, prostate cancer, prostate cancer-over expression, and prostate cancer- knock out. TargetScan screened miRNAs that regulated central DEGs; 770 DEGs were identified. According to Gene Ontology analysis, they were mainly concentrated in actin binding and G protein coupled receptor binding. In Kyoto Encyclopedia of Gene and Genome analysis, they were mainly concentrated in PI3K-Akt signal pathway, MAPK signal pathway, and ErbB signal pathway. The intersection of enrichment terms of differentially expressed genes and GOKEGG enrichment terms was mainly concentrated in ErbB signaling pathway and MAPK signaling pathway. Three important modules were generated. The protein–protein interaction network obtained 8 core genes (CAV1, BDNF, TGFB3, FGFR1, PRKCA, DLG4, SNAI2, KRT5). Heat map of gene expression showed that core genes (CAV1, TGFB3, FGFR1, SNAI2, KRT5) are highly expressed in prostate cancer tissues and low in normal tissues. Comparative toxicogenomics database analysis showed that core genes (CAV1, TGFB3, FGFR1, SNAI2, KRT5) were associated with prostate tumor, cancer, tumor metastasis, necrosis, and inflammation. CAV1 and KRT5 are up-regulated in prostate cancer. CAV1 and KRT5 are highly expressed in prostate cancer. The higher expression of CAV1 and KRT5, the worse prognosis.