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Methylation has a close relationship with immune reactions, metastasis, and cancer cell growth. Additionally, RNA methylation-related proteins have emerged as potential cancer therapeutic targets. The connection between the tumor microenvironment (TME) and methylation-related genes (MRGs) remains unclear. We explored the expression patterns of the MRGs in the genome and transcriptional fields of 796 prostate cancer (PCa) samples using two separate data sets. We identified a relationship between patient clinicopathological characteristics, prognosis, TME cell infiltrating qualities, and different MRG changes, as well as the identification of two distinct molecular groupings. Then, we formed an MRGs model to predict overall survival (OS), and we tested the accuracy of the model in patients with PCa. In addition, we developed a very accurate nomogram to improve the MRG model's clinical applicability. The low-risk group had fewer tumor mutational burden (TMB), greater tumor immune dysfunction and exclusion (TIDE) ratings, fewer mutant genes, and better OS prospects. We discuss how MGRs may affect the prognosis, clinically important traits, TME, and immunotherapy responsiveness in PCa. In order to get a better understanding of MRGs in PCa, we could further explore the prognosis and create more effective immunotherapy regimens to open new avenues.