Lung adenocarcinoma (LUAD) has been the major cause of tumor-associated mortality in recent years and exhibits a poor outcome. New data revealed that peroxisomes have a function in the regulation of the development and progression of several tumors. However, the prognostic values of peroxisome-related genes (PRGs) were rarely reported. Genomic sequence, mutation, and clinical data of 535 LUAD tissues were obtained from TCGA data sets. Within the TCGA cohort, a multigene signature was constructed with the assistance of the LASSO Cox regression model. Three GEO data sets, including GSE3141, GSE31210, and GSE72094, were obtained as validation cohorts. ROC assays, Kaplan-Meier methods, and multivariate assays were applied to examine the prognostic capacities of the novel signature. Gene Set Enrichment Analysis (GSEA) was performed to further understand the underlying molecular mechanisms. In this study, we identified 47 differentially expressed peroxisome-related genes (PRGs), including 25 increased and 22 decreased PRGs. A prognostic model of six PRGs was established. The univariate and multivariate Cox analyses both showed that the p value of risk score was less than 0.05. In LUAD patients, the strong connection between the risk score and overall survival was further verified in three other GEO data sets. TMB and cancer stem cell infiltration were shown to be significantly higher in the high-risk group in comparison to the low-risk group. The TIDE score of the group with the low risk was considerably greater than that of the group with the high risk. Several drugs, targeting PRG-related genes, were available for the treatments of LUAD. Overall, we developed a novel peroxisome-related prognostic signature for LUAD patients. This signature could successfully indicate LUAD patients' chances of survival as well as their immune system's responsiveness to treatments. In addition, it has the potential to serve as immunotherapeutic targets for LUAD patients.