Thyroid Carcinoma (THCA) is the most common endocrine tumor that is mainly treated using surgery and radiotherapy. In addition, immunotherapy is a recently developed treatment option that has played an essential role in the management of several types of tumors. However, few reports exist on the use of immunotherapy to treat THCA. The study downloaded the miRNA, mRNA and lncRNA data for THCA patients from the TCGA database (https://portal.gdc.cancer.gov/). Thereafter, the tumor samples were divided into cold and hot tumors, based on the immune score of the tumor microenvironment. Moreover, the differentially expressed lncRNAs and miRNAs were obtained. Finally, the study jointly constructed a ceRNA network through differential analysis of the mRNA data for cold and hot tumors. The study first assessed the level of immune infiltration in the THCA tumor microenvironment then divided the samples into cold and hot tumors, based on the immune score. Additionally, a total of 568 up-regulated and 412 down-regulated DEGs were screened by analyzing the differences between hot and cold tumors. Thereafter, the study examined the differentially expressed genes for lncRNA and miRNA. The results revealed 629 differentially expressed genes related to lncRNA and 114 associated with miRNA. Finally, a ceRNA network of the differentially expressed genes was constructed. The results showed a five-miRNA hubnet, i.e., hsa-mir-204, hsa-mir-128, hsa-mir-214, hsa-mir-150 and hsa-mir-338. The present study identified the immune-related mRNA, lncRNA and miRNA in THCA then constructed a ceRNA network. These results are therefore important as they provide more insights on the immune mechanisms in THCA. The findings also provides additional information for possible THCA immunotherapy.