Immune cell infiltration is an important indicator of whether tumor patients will benefit from immunotherapy. Gastric cancer is one of the most common tumors in the world, and new indicators of immunotherapy are urgently needed. The aim of this study was to construct ceRNA networks in gastric cancer with different degrees of immune cell infiltration. We analyzed the expression profiles of different gastric cancer with different degrees of immune cell infiltration retrieved from The Cancer Genome Atlas (TCGA) database and found differentially expressed lncRNAs, mRNAs, and miRNAs. A ceRNA regulatory network of gastric cancer with different degrees of immune cell infiltration was constructed using functional annotation, RNA‐RNA interaction prediction, correlation analysis, survival analysis, and other comprehensive bioinformatics methods. The interaction and correlation between ceRNAs were verified using experiments on tumor tissues and cell lines. Cell line experiments showed a potential RP11‐1094M14.8/miR‐1269a/CXCL9 axis that was consistent with the ceRNA theory. qRT‐PCR results showed that RP11‐1094M14.8 knockdown significantly reduced the expression of CXCL9, and RP11‐1094M14.8 overexpression had the opposite effect. The results of clinical analysis of gastric cancer samples showed that RP11‐1094M14.8 and CXCL9 were highly expressed in hot tumors, and CXCL9 was positively correlated with a better prognosis for patients. The constructed novel ceRNA network and the potential regulatory axis may provide a comprehensive understanding of the potential mechanisms of development in gastric cancer with different degrees of immune cell infiltration. The RP11‐1094M14.8/miR‐1269a/CXCL9 axis may serve as a potential immune‐therapeutic target for gastric cancer with different degrees of immune cell infiltration.