Schizophrenia is a group of severe neurodevelopmental disorders. Identification of peripheral diagnostic biomarkers is an effective approach to improving diagnosis of schizophrenia. In this study, four datasets of schizophrenia patients’ blood or serum samples were downloaded from the GEO database and merged and de-batched for the analyses of differentially expressed genes (DEGs) and weighted gene co-expression network analysis (WCGNA). The WGCNA analysis showed that the cyan module, among 9 modules, was significantly related to schizophrenia, which subsequently yielded 317 schizophrenia-related key genes by comparing with the DEGs. The enrichment analyses on these key genes indicated a strong correlation with immune-related processes. The CIBERSORT algorithm was adopted to analyze immune cell infiltration, which revealed differences in eosinophils, M0 macrophages, resting mast cells, and gamma delta T cells. Furthermore, by comparing with the immune genes obtained from online databases, 95 immune-related key genes for schizophrenia were screened out. Moreover, machine learning algorithms including Random Forest, LASSO, and SVM-RFE were used to further screen immune-related hub genes of schizophrenia. Finally, CLIC3 was found as an immune-related hub gene of schizophrenia by the three machine learning algorithms. A schizophrenia rat model was established to validate CLIC3 expression and found that CLIC3 levels were reduced in the model rat plasma and brains in a brain-regional dependent manner, but can be reversed by an antipsychotic drug risperidone. In conclusion, using various bioinformatic and biological methods, this study found an immune-related hub gene of schizophrenia – CLIC3 that might be a potential diagnostic biomarker and therapeutic target for schizophrenia.