Pancreatic cancer (PC) is one of the most fatal malignancies. Pyroptosis, a type of inflammatory cell death, likely plays a critical role in the development and progression of tumors. However, the relationship between pyroptosis-related genes (PRGs) and prognosis and immunity to PC is not entirely clear. This study, aimed at identifying the key PRGs in PC, highlights their prognostic value, immune characteristics, and candidate drugs for therapies. We screened 47 differentially expressed PRGs between PC and normal pancreas tissues from The Cancer Genome Atlas (TCGA) and Genotype-Tissue Expression (GTEx) datasets. Afterwards, a pyroptosis-related gene prognostic index (PRGPI) was constructed based on eight PRGs (AIM2, GBP1, HMGB1, IL18, IRF6, NEK7, NLRP1 and PLCG1) selected by univariate and multivariate Cox regression analysis and LASSO regression analysis, and verified in two external datasets from the International Cancer Genome Consortium (ICGC) and Gene Expression Omnibus (GEO) databases. We found that the PC patients in the PRGPI-defined subgroups not only reflected significantly different levels of infiltration in a variety of immune cells, such as M1 macrophages, but also showed differential expression in genes of the human leukocyte antigen (HLA) family and immune checkpoints. Additionally, molecular characteristics and drug sensitivity also stayed close to the PRGPI risk scores. Therefore, PRGPI may serve as a valuable prognostic biomarker and may potentially provide guidance toward novel therapeutic options for PC patients.