Background and Objective Cyclin-dependent protein kinases (CDKs) have been suggested as prospective therapeutic targets because they control processes vital to the survival and growth of cancer cells. However, research on the varied CDK expression profiles and prognostic factors in osteosarcoma is still lacking. Methods The osteosarcoma microRNA (GSE65071) and gene expression profiles were retrieved from the Gene Expression Omnibus (GEO) database (GSE42352). A substantial variation in prognosis was discovered in CDKs using the TARGET database. Cytoscape was used to construct the miRNAs-CDKs network, and functional and pathway enrichment analyses were completed. It was looked at how immune checkpoint genes, m6A-related genes, and CDKs interact. Results In patients with osteosarcoma compared to normal samples, CDK1-5, CDK18, CDK16, and CDK17 gene expression levels were considerably greater, whereas CDK7-9, CDK11B, CDK16, and CDK20 gene expression levels were significantly lower. Patients with osteosarcoma who had low CDK3 and 18 gene levels or high CDK6, 9 gene levels were predicted to have a favorable prognosis and a long-life expectancy. Immune checkpoint genes, m6A-related gene expression, and CDKs expression all showed some connection. Finally, a network of crucial CDKs and miRNAs was constructed. Conclusion According to our research, CDK3, 6, 9, and 18 have been identified as possible therapeutic targets for osteosarcoma, and CDKs may have a role in controlling m6A mutations in tumor cells as well as immune checkpoint regulation.