This study aimed to construct a ferroptosis-related lncRNA signature to probe the prognosis and immune infiltration of HCC patients. The Cancer Genome Atlas (TCGA) database was randomly divided into two parts, with two-thirds training and one-third testing sets. Univariate, multivariate, and least absolute selection operator (LASSO) Cox regression analyses were performed to establish a ferroptosis-related lncRNA signature. The prognostic signature was constructed by 6 ferroptosis-related lncRNAs (PCAT6, MKLN1-AS, POLH-AS1, LINC00942, AL031985.3, LINC00942) shows a promising clinical prediction value in patients with HCC. Patients with high-risk score indicated a poorer prognosis than patients with low-risk score were shown in the training set (p < 0.001) and testing set (p = 0.024). Principal component analysis (PCA) and nomogram were performed to verify the value of the prognostic signature. The area under curves (AUCs) for 1-, 3-, and 5-year survival rates were 0.784, 0.726, 0.699, respectively. Moreover, TCGA revealed that immune cell subpopulations and related functions, including cytolytic activity, MHC class I, type I and type II IFN response, were significantly different between the two risk groups. Immune checkpoints such as PDCD1, CTLA4, CD44, VTCN1 were also abnormally expressed between the two risk groups. This prognostic signature based on the ferroptosis-related lncRNAs may be promising for the clinical prediction of prognosis and immunotherapeutic responses in patients with HCC.