Wilms tumor (WT), also known as nephroblastoma, is a rare primary malignancy in all kinds of tumor. With the development of second-generation sequencing, the discovery of new tumor markers and potential therapeutic targets has become easier. This study aimed to explore new WT prognostic biomarkers. In this study, WT-miRNA datasets GSE57370 and GSE73209 were selected for expression profiling to identify differentially expressed genes. The key gene miRNA, namely hsa-miR-30c-5p, was identified by overlapping, and the target gene of candidate hsa-miR-30c-5p was predicted using an online database. Furthermore, 384 genes were obtained by intersecting them with differentially expressed genes in the TARGET-WT database, and the genes were analyzed for pathway and functional enrichment. Kaplan–Meier survival analysis of the 384 genes yielded a total of 25 key genes associated with WT prognosis. Subsequently, a prediction model with 12 gene signatures (BCL6, CCNA1, CTHRC1, DGKD, EPB41L4B, ERRFI1, LRRC40, NCEH1, NEBL, PDSS1, ROR1, and RTKN2) was developed. The model had good predictive power for the WT prognosis at 1, 3, and 5 years (AUC: 0.684, 0.762, and 0.774). Finally, ERRFI1 (hazard ratios [HR] = 1.858, 95% confidence intervals [CI]: 1.298–2.660) and ROR1 (HR = 0.780, 95% CI: 0.609–0.998) were obtained as independent predictors of prognosis in WT patients by single, multifactorial Cox analysis.