CD8+ T cells infiltrating the tumor microenvironment (TME) of lung adenocarcinoma (LUAD) are critical for establishing antitumor immunity. Nevertheless, the global landscape of their numbers, functional status, and differentiation trajectories remains unclear. In the single-cell RNA-sequencing (scRNA-seq) dataset GSE131907 of LUAD, the CD8+T cells were selected for TSNE clustering, and the results showed that they could be divided into ten subsets. The cell differentiation trajectory showed the presence of abundant transition-state CD8+ T cells during the differentiation of naive-like CD8+ T cells into cytotoxic CD8+ T cells and exhausted CD8+ T cells. The differentially expressed marker genes among subsets were used to construct the gene signature matrix, and the proportion of each subset was identified and calculated in The Cancer Genome Atlas (TCGA) samples. Survival analysis showed that the higher the proportion of the exhausted CD8+ T lymphocyte (ETL) subset, the shorter the overall survival (OS) time of LUAD patients (p = 0.0098). A total of 61 genes were obtained by intersecting the differentially expressed genes (DEGs) of the ETL subset, and the DEGs of the TCGA samples were divided into a high and a low group according to the proportion of the ETL subset. Through protein interaction network analysis and survival analysis, four hub genes that can significantly affect the prognosis of LUAD patients were finally screened, and RT-qPCR and Western blot verified the differential expression of the above four genes. Our study further deepens the understanding of the heterogeneity and functional exhaustion of infiltrating CD8+ T cells in LUAD. The screened prognostic marker genes provide potential targets for targeted therapy and immunotherapy in LUAD patients.