Peroxisome proliferator-activated receptors (PPARs) are members of nuclear transcription factors. The functions of the PPAR family (PPARA, PPARD, and PPARG) and their coactivators (PPARGC1A and PPARGC1B) in maintenance of lipid and glucose homeostasis have been unveiled. However, the roles of PPARs in cancer development remain elusive. In this work, we made use of 11,057 samples across 33 TCGA tumor types to analyze the relationship between PPAR transcriptional expression and tumorigenesis as well as drug sensitivity. We performed multidimensional analyses on PPARA, PPARG, PPARD, PPARGC1A, and PPARGC1B, including differential expression analysis in pan-cancer, immune subtype analysis, clinical analysis, tumor purity analysis, stemness correlation analysis, and drug responses. PPARs and their coactivators expressed differently in different types of cancers, in different immune subtypes. This analysis reveals various expression patterns of the PPAR family at a level of pan-cancer and provides new clues for the therapeutic strategies of cancer.