The Cancer Genome Atlas (TCGA) Research Network confirmed that undifferentiated pleomorphic sarcoma (UPS) and myxofibrosarcoma (MFS) share a high level of genomic similarities and fall into a single spectrum of tumour. However, no molecular prognostic biomarkers have been identified in UPS/MFS. In this study, by extracting data from TCGA‐Sarcoma (SARC), we explored relapse‐related genes, their prognostic value and possible mechanisms of the dysregulations. After systematic screening, ITGA10 and PPP2R2B were included to construct a 2‐gene signature. The 2‐gene signature had an AUC value of 0.83 and had an independent prognostic value in relapse‐free survival (RFS) (HR: 2.966, 95%CI: 1.995‐4.410 P < .001), and disease‐specific survival (DSS) (HR: 2.283, 95%CI: 1.358‐3.835, P = .002), as a continuous variable. Gene‐level copy number alterations (CNAs) were irrelevant to their dysregulation. Two CpG sites (cg15585341 and cg04126335) around the promoter of ITGA10 showed strong negative correlations with ITGA10 expression (Pearson's r < −0.6). Transcript preference was observed in PPP2R2B expression. The methylation of some CpG sites in two gene body regions showed at least moderate positive correlations (Pearson's r > .4) with PPP2R2B expression. Besides, the 2‐gene signature showed a moderate negative correlation with CD4 + T cell infiltration. High‐level CD4 + T cell infiltration and neutrophil infiltration were associated with significantly better RFS. Based on these findings, we infer that the 2‐gene signature might be a potential prognostic marker in patients with UPS/MFS. Considering the potential benefits of immunotherapy for UPS/MFS patients, it is imperative to explore the predictive value of this signature in immunotherapeutic responses in the future.