Skin cutaneous melanoma (SKCM) is a highly malignant tumor that typically undergoes early metastasis. Pyroptosis, as a special programmed cell death process that releases inflammatory factors and has been widely studied in tumors, but its role in SKCM has not been fully elucidated. In this present study, we examined the relationship between pyroptosis and the prognosis of SKCM through bioinformatic analysis of RNA-sequencing data. Our results demonstrated that pyroptosis is a protective factor associated with SKCM prognosis. A higher pyroptosis score was associated with a more favorable overall survival (OS). We used weighted gene co-expression networks analysis (WGCNA) to establish an effective prognosis prediction model based on 12 pyroptosis-related genes. We then validated it in two independent cohorts. Furthermore, a nomogram combining clinicopathological characteristics and a pyroptosis-related gene signature (PGS) score was designed to effectively predict the prognosis of SKCM. Additionally, we analyzed the potential roles of pyroptosis in the tumor immune microenvironment and drug response. Interestingly, we found that the elevated infiltration of multiple immune cells, such as CD4+T cells, CD8+T cells, dendritic cells, and M1 macrophages, may be associated with the occurrence of pyroptosis. Pyroptosis was also related to a better response of these lesions to interferon-α, paclitaxel, cisplatin and imatinib. Through Spearman correlation analysis of the 12 pyroptosis-related genes and 135 chemotherapeutic agents in the Genomics of Drug Sensitivity in Cancer database, we identified SLC31A2 and COL4A5 as being associated with resistance to most of these drugs. In conclusion, the PGS is an effective prognostic indicator in SKCM, and also has an association with the SKCM immune microenvironment and drug response.