Background: Thymocyte-expressed positive selection-associated protein 1 (TESPA1) was identified playing a critical role responsible for T cell development in the thymus. Evidence has built the relationship between TESPA1 and cancers, but no pan-cancer analysis is available. Methods: We explored the expression patterns, prognostic values and immunological roles of TESPA1 across thirty-three cancers based on the datasets of TCGA and GEO via multiple databases and analysis tools, including Oncomine, TIMER 2, GEPIA 2, Kaplan–Meier Plotter, Prognoscan, UALCAN, cBioPortal web, STRING website, DNMIVD and GO/KEGG analysis. Results: We have demonstrated the different expression level of TESPA1 gene across pan-cancers and pathological stages. Furthermore, different expression level of TESPA1 gene correlated with prognosis of different cancer. A group of factors, such as DNA methylation, genetic alteration, protein phosphorylation and relevant cellular pathways are included differently compared with normal tissues, further related to prognosis. In addition, TESPA1 expression correlate positively with immune infiltrates, especially CD8 + T cells. Moreover, blood coagulation disorders were involved in the functional mechanisms of TESPA1. Conclusions: Our findings supported TESPA1 could serve as a pan-cancer prognostic and immune-related biomarker and play a vital role in tumorigenesis.