Colorectal cancer (CRC) ranks third in global incidence and second in mortality. However, a comprehensive predictive model for CRC prognosis, immunotherapy response, and drug sensitivity is still lacking. Various types of programmed cell death (PCD) are crucial for cancer occurrence, progression, and treatment, indicating their potential as valuable predictors. Fourteen PCD genes were collected and subjected to dimensionality reduction using regression methods to identify key hub genes. Predictive models were constructed and validated based on bulk transcriptomes and single-cell transcriptomes. Furthermore, the tumor microenvironment, immunotherapy response, and drug sensitivity profiles among patients with CRC were explored and stratified by risk. A risk score incorporating the PCD genes FABP4, AQP8, and NAT1 was developed and validated across four independent datasets. Patients with CRC who had a high-risk score exhibited a poorer prognosis. Unsupervised clustering algorithms were used to identify two molecular subtypes of CRC with distinct features. The risk score was combined with the clinical features to create a nomogram model with superior predictive performance. Additionally, patients with high-risk scores exhibited decreased immune cell infiltration, higher stromal scores, and reduced responsiveness to immunotherapy and first-line clinical drugs compared with low-risk patients. Furthermore, the top ten non-clinical first-line drugs for treating CRC were selected based on their predicted IC50 values. Our results indicate the efficacy of the model and its potential value in predicting prognosis, response to immunotherapy, and sensitivity to different drugs in patients with CRC.