Purpose To elucidate the clinical and prognostic role of PDZ and LIM domain protein (PDLIM) genes and the association to epithelial-mesenchymal transition (EMT) and immune cell infiltration in patients with prostate cancer (PRAD). Methods The data of RNA-seq, DNA methylation, and clinical features of PRAD patients were collected from The Cancer Genome Atlas (TCGA) database to define the prognostic value of PDLIM gene expression and the association with EMT and immune cell infiltration. A tissue microarray including 134 radical prostatectomy specimens was served as validation by immunohistochemistry (IHC) staining analysis. Results The mRNA levels of PDLIM1/2/3/4/6/7 were significantly downregulated, while PDLIM5 was upregulated in PRAD (P < 0.05). High expression of PDLIM2 mRNA suggests poor progression free interval in PRAD patients. DNA methylation of PDLIM2 was correlated with its mRNA expression level, and that the cg22973076 methylation site in PDLIM2 was associated with shorter PFI (P < 0.05) in PRAD. Single-sample gene-set enrichment and gene functional enrichment results showed that PDLIM2 was correlated with EMT and immune processes. Spearman's test showed a significant correlation with six reported EMT signatures and several EMT signature-related genes. Tumor microenvironment analysis revealed that the PDLIM2 mRNA expression was positively correlated with the immune score, stromal score, and various tumor infiltrating immune cells. Additionally, the results showed that patients in the high-PDLIM2 mRNA expression group may be more sensitive to immune checkpoint blockade therapy. Finally, IHC analysis further implicated the protein level of PDLIM2 was upregulated in PRAD and acts as a novel potential biomarker in predicting tumor progression. Conclusion Our study suggests that PDLIM family genes might be significantly correlated with oncogenesis and the progression of PRAD. PDLIM2 correlated with EMT and immune cell infiltration by acting as an oncogene in PRAD, which may serve as a potential prognostic biomarker for PRAD patients.