Retinoblastoma is the most common intraocular malignancy during childhood. Currently, there is no effective treatment for metastatic retinoblastoma. We investigated potential biomarkers of retinoblastoma by utilizing three datasets from a public database. Functional enrichment analysis, including gene ontology, Kyoto encyclopedia of genes and genomes, gene set enrichment analysis and variation analysis, suggested that differentially expressed genes in retinoblastoma were enriched in accelerated cell cycle events. Protein-protein interaction analysis constructed a network consisting of six hub genes, including benzimidazoles 1 (BUB1), cyclin dependent kinase 1 (CDK1), centromere protein E (CENPE), kinesin family member 20A (KIF20A), PDZ binding kinase (PBK), and targeting protein for xklp2 (TPX2). Drug sensitivity analysis showed that nelarabine was positively correlated with five hub genes. All six genes were expressed differently in six immune subtypes and were positively correlated with stemness indices in most human cancer types. Since CENPE is the least known hub gene in retinoblastoma, we further analyzed the potential noncoding RNAs and transcription factors that regulate CENPE and built interaction networks of competing endogenous RNA and transcription factors. Immune cell infiltration, especially by plasma and B cells, was enhanced in samples with high CENPE expression. Pan-cancer analysis illustrated that CENPE was highly expressed in a wide range of human tumors. In vitro validation revealed that CENPE was significantly upregulated at both the mRNA and protein levels in retinoblastoma cells. In conclusion, CENPE, along with other hub genes, could serve as a potential biomarker and intervention target for retinoblastoma.