Objective The purpose of this study is to screen for microRNAs (miRNAs) associated with the prognosis of lung adenocarcinoma (LUAD) and to explore its prognosis and effects on the tumor microenvironment in patients with LUAD. Methods Gene expression data, miRNA expression data, and clinical data for two different databases, TCGA-LUAD and CPTAC-3 LUAD, were downloaded from the GDC database. The miRNA prognosis of LUAD was filtered by the Cox proportional hazard model and the Least Absolute Shrinkage and Selection Operator (LASSO) regression model. The performance of the model was validated by time-dependent receiver operating characteristics (ROC) curves. Possible biological processes associated with the miRNAs target gene were analyzed through Gene Ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG). Finally, the prognostic model was scored by risk, divided into high- and low-risk groups by median, and the differences in the immersion level of 21 immune cells in the high- and low-risk groups were assessed. To gain a deeper understanding of the underlying mechanism behind the model, the two most important miRNAs in the model, miR-195-3p and miR-5571-5p, were selected for HPA database validation and ceRNA network construction. Results Of the 209 variance expressions identified in the screening analysis, 145 were upregulated and 64 were downregulated by miRNAs. The prognostic models of six miRNA genes were obtained: miR-195-3p, miR-5571-5p, miR-584-3p, miR-494-3p, miR-4664-3p, and miR-1293. These six genes were significantly associated with survival rates in LUAD patients. In particular, miR-1293, miR-195-3p, and miR-5571-5p are highly correlated with OS. The higher expression of miR-195-3p and miR-5571-5p, the better survival of LUAD OS is, and these two miRNA expressions contribute the most to the model. Finally, after sorting the risk scores calculated from low to high using the prognostic model, the patients with higher scores had shorter survival time and higher frequency of death, and there were significant differences in the immersion levels of 21 immune cells in the high- and low-risk groups. ceRNA network analysis found that TM9SF3 was regulated by miR-195-3p and was highly expressed in the tissues of LUAD patients, and the prognosis of the patients was poor. Conclusions miR-195-3p, miR-5571-5p, miR-584-3p, miR-494-3p, miR-4664-3p, and miR-1293 may be used as new biomarkers for prognosis prediction of LUAD. Our results also identified a lncRNA MEG3/miR-195-3p/RAB1A/TM9SF3 regulatory axis, which may also play an important role in the progression of LUAD. Further study needs to be conducted to verify this result.