This hypothesis-generating study characterized the mRNA expression profiles and prognostic impacts of antigen-presenting cell (APC) markers (CD14, CD163, CD86, and ITGAX/CD11c) in pediatric brainstem diffuse midline glioma (pbDMG) tumors. We also assessed the mRNA levels of two therapeutic targets, transforming growth factor beta 2 (TGFB2) and interferon gamma receptor 2 (IFNGR2), for their biomarker potentials in these highly aggressive pbDMG tumors. The expressions of CD14, CD163, and ITGAX/CD11c mRNAs exhibited significant decreases of 1.64-fold (p = 0.037), 1.75-fold (p = 0.019), and 3.33-fold (p < 0.0001), respectively, in pbDMG tumors relative to those in normal brainstem/pons samples. The pbDMG samples with high levels of TGFB2 in combination with low levels of APC markers, reflecting the cold immune state of pbDMG tumors, exhibited significantly worse overall survival outcomes at low expression levels of CD14, CD163, and CD86. The expression levels of IFNGR2 and TGFB2 (1.51-fold increase (p = 0.002) and 1.58-fold increase (p = 5.5 × 10−4), respectively) were significantly upregulated in pbDMG tumors compared with normal brainstem/pons samples. We performed multivariate Cox proportional hazards modelling that showed TGFB2 was a prognostic indicator (HR for patients in the TGFB2high group of pbDMG patients = 2.88 (1.12–7.39); p = 0.028) for poor overall survival (OS) and was independent of IFNGR2 levels, the age of the patient, and the significant interaction effect observed between IFNGR2 and TGFB2 (p = 0.015). Worse survival outcomes in pbDMG patients when comparing high versus low TGFB2 levels in the context of low IFNGR2 levels suggest that the abrogation of the TGFB2 mRNA expression in the immunologically cold tumor microenvironment can be used to treat pbDMG patients. Furthermore, pbDMG patients with low levels of JAK1 or STAT1 mRNA expression in combination with high levels of TGFB2 also exhibited poor OS outcomes, suggesting that the inclusion of (interferon-gamma) IFN-γ to stimulate and activate JAK1 and STAT1 in anti-tumor APC cells present the brainstem TME can enhance the effect of the TGFB2 blockade.