Human THAP9, which encodes a domesticated transposase of unknown function, and lncRNA THAP9-AS1 (THAP9-antisense1) are arranged head-to-head on opposite DNA strands, forming a sense and antisense gene pair. We predict that there is a bidirectional promoter that potentially regulates the expression of THAP9 and THAP9-AS1. Although both THAP9 and THAP9-AS1 are reported to be involved in various cancers, their correlative roles on each other’s expression has not been explored. We analyzed the expression levels, prognosis, and predicted biological functions of the two genes across different cancer datasets (TCGA, GTEx). We observed that although the expression levels of the two genes, THAP9 and THAP9-AS1, varied in different tumors, the expression of the gene pair was strongly correlated with patient prognosis; higher expression of the gene pair was usually linked to poor overall and disease-free survival. Thus, THAP9 and THAP9-AS1 may serve as potential clinical biomarkers of tumor prognosis. Further, we performed a gene co-expression analysis (using WGCNA) followed by a differential gene correlation analysis (DGCA) across 22 cancers to identify genes that share the expression pattern of THAP9 and THAP9-AS1. Interestingly, in both normal and cancer samples, THAP9 and THAP9-AS1 often co-express; moreover, their expression is positively correlated in each cancer type, suggesting the coordinated regulation of this H2H gene pair.