The progestin and adipoQ receptors (PAQRs) family contains 11 genes involved in the regulation of metabolism and cancer development. However, a comprehensive understanding of the role of PAQRs in cancer remains largely scarce, and the associations between their expression levels and immune signatures also need to be researched. Here, we applied pan-cancer analysis to explore the associations between PAQRs expression and survival, tumor microenvironment (TME), and drug sensitivity from the UCSC Xena and CellMiner databases. Besides, we further studied the expression, survival and somatic mutations of PAQRs in lung cancer (LC) from TCGA database. The results showed that PAQRs had significant heterogeneity with some upregulation and some downregulation in most tumors. Specifically, compared with PAQR3/5/6/9 and MMD2, ADIPOR1/2, PAQR4/7/8 and MMD had higher levels of average expression in all tumor types. PAQRs expression was greatly correlated with survival, immune subtypes, TME, and drug sensitivity. Furthermore, this research concentrated on analyzing the relationship of PAQRs expression with LC prognosis, and proved that ADIPOR2, PAQR4/9 and MMD were independent prognostic factors for LC patients. Finally, based on somatic mutation data, the genetic mutations in LC patients were majorly missense mutations, and TP53 and TTN had the top two highest mutation frequencies. Collectively, PAQRs may serve as robust biomarkers to predict the prognosis and guide immunotherapy of tumors, especially LC, which enables novel ways for improving cancer treatment.