The mortality and therapeutic failure in cutaneous melanoma (CM) are mainly caused by wide metastasis and chemotherapy resistance. Meanwhile, immunotherapy is considered a crucial therapy strategy for CM patients. However, the efficiency of currently available methods and biomarkers in predicting the response of immunotherapy and prognosis of CM is limited. Programmed cell death (PCD) plays a significant role in the occurrence, development, and therapy of various malignant tumors. In this research, we integrated fourteen types of PCD, multi-omics data from TCGA-SKCM and other cohorts in GEO, and clinical CM patients to develop our analysis. Based on significant PCD patterns, two PCD-related CM clusters with different prognosis, tumor microenvironment (TME), and response to immunotherapy were identified. Subsequently, seven PCD-related features, especially CD28, CYP1B1, JAK3, LAMP3, SFN, STAT4, and TRAF1, were utilized to establish the prognostic signature, namely cell death index (CDI). CDI accurately predicted the response to immunotherapy in both CM and other cancers. A nomogram with potential superior predictive ability was constructed, and potential drugs targeting CM patients with specific CDI have also been identified. Given all the above, a novel CDI gene signature was indicated to predict the prognosis and exploit precision therapeutic strategies of CM patients, providing unique opportunities for clinical intelligence and new management methods for the therapy of CM.