Some heat shock proteins (HSPs) have been shown to influence tumor prognosis, but their prognostic significance in colorectal cancer (CRC) remains unclear. This study explored the prognostic significance of HSP-related genes in CRC. Transcriptional data and clinical information of CRC patients were obtained from The Cancer Genome Atlas (TCGA) database, and a literature search was conducted to identify HSP-related genes. Using Least Absolute Selection and Shrinkage Operator (LASSO) regression and univariate/multivariate Cox regression analyses, 12 HSP-related genes demonstrating significant associations with CRC survival were successfully identified and employed to formulate a predictive risk score model. The efficacy and precision of this model were validated utilizing TCGA and Gene Expression Omnibus (GEO) datasets, demonstrating its reliability in CRC prognosis prediction. gene ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG) enrichment analyses revealed significant disparities between high- and low-risk groups in chromatin remodeling biological functions and neutrophil extracellular trap formation pathways. Single sample gene set enrichment analysis (ssGSEA) further revealed differences in immune cell types and immune functional status between the two risk groups. Differential analysis showed higher expression of immune checkpoints within the low-risk group, while the high-risk group exhibited notably higher Tumor Immune Dysfunction and Exclusion (TIDE) scores. Additionally, we predicted the sensitivity of different prognosis risk patients to various drugs, providing potential drug choices for tailored treatment. Combined, our study successfully crafted a novel CRC prognostic model that can effectively predict patient survival, immune landscape, and treatment response, providing important support and guidance for CRC patient prognosis.