Prostate cancer (PCa) is considered one of the most common cancers worldwide. Despite advances in patient diagnosis, management, and risk stratification, 10%–20% of patients progress to castration-resistant disease. Our previous report highlighted a protective role of Dickkopf-3 (DKK3) in PCa stroma. This role was proposed to be mediated through opposing extracellular matrix protein 1 (ECM-1) and TGF-β signalling activity. However, a detailed analysis of the prognostic value of DKK3, ECM-1 and members of the TGF-β signalling pathway in PCa was not thoroughly investigated. In this study, we explored the prognostic value of DKK3, ECM-1 and TGFB1 using a bioinformatical approach through analysis of large publicly available datasets from The Cancer Genome Atlas Program (TGCA) and Pan-Cancer Atlas databases. Our results showed a significant gradual loss of DKK3 expression with PCa progression (p < 0.0001) associated with increased DNA methylation in its promoter region (p < 1.63E-12). In contrast, patients with metastatic lesions showed significantly higher levels of TGFB1 expression compared to primary tumours (p < 0.00001). Our results also showed a marginal association between more advanced tumour stage presented as positive lymph node involvement and low DKK3 mRNA expression (p = 0.082). However, while ECM1 showed no association with tumour stage (p = 0.773), high TGFB1 expression showed a significant association with more advanced stage presented as advanced T3 stage compared to patients with low TGFB1 mRNA expression (p < 0.001). Interestingly, while ECM1 showed no significant association with patient outcome, patients with high DKK3 mRNA expression showed a significant association with favourable outcomes presented as prolonged disease-specific (p = 0.0266), progression-free survival (p = 0.047) and disease-free (p = 0.05). In contrast, high TGFB1 mRNA expression showed a significant association with poor patient outcomes presented as shortened progression-free (p = 0.00032) and disease-free survival (p = 0.0433). Moreover, DKK3, TGFB1 and ECM1 have acted as immune-associated genes in the PCa tumour microenvironment. In conclusion, our findings showed a distinct prognostic value for this three-gene signature in PCa. While both DKK3 and TGFB1 showed a potential role as a clinical marker for PCa stratification, ECM1 showed no significant association with the majority of clinicopathological parameters, which reduce its clinical significance as a reliable prognostic marker.