Recent studies have proved that pyroptosis-related long non-coding RNAs (PRlncRNAs) are closely linked to tumor progression, prognosis, and immunity. Here, we systematically evaluated the correlation of PRlncRNAs with glioma prognosis. This study included 3 glioma cohorts (The Cancer Genome Atlas, Chinese Glioma Genome Atlas, and Gravendeel). Through Pearson correlation analysis, PRlncRNAs were screened from these 3 cohorts. Univariate Cox regression analysis was then carried out to determine the prognostic PRlncRNAs. A pyroptosis-related lncRNAs signature (PRLS) was then built by least absolute shrinkage and selection operator and multivariate Cox analyses. We systematically evaluated the correlation of the PRLS with the prognosis, immune features, and tumor mutation burden in glioma. A total of 14 prognostic PRlncRNAs overlapped in all cohorts and were selected as candidate lncRNAs. Based on The Cancer Genome Atlas cohort, a PRLS containing 7 PRlncRNAs was built. In all cohorts, the PRLS was proved to be a good predictor of glioma prognosis, with a higher risk score related to a poorer prognosis. We observed obvious differences in the immune microenvironment, immune cell infiltration level, and immune checkpoint expression in low- and high-risk subgroups. Compared with low-risk cases, high-risk cases had lower Tumor Immune Dysfunction and Exclusion scores and greater tumor mutation burden, indicating that high-risk cases can be more sensitive to immunotherapy. A nomogram combining PRLS and clinical parameters was constructed, which showed more robust and accurate predictive power. In conclusion, the PRLS is a potentially useful indicator for predicting prognosis and response to immunotherapy in glioma. Our findings may provide a useful insight into clinically individualized treatment strategies for patients.