Prostate cancer, recognized as a "cold" tumor, has an immunosuppressive microenvironment in which regulatory T cells (Tregs) usually play a major role. Therefore, identifying a prognostic signature of Tregs has promising benefits of improving survival of prostate cancer patients. However, the traditional methods of Treg quantification usually suffer from bias and variability. Transcriptional characteristics have recently been found to have a predictive power for the infiltration of Tregs. Thus, a novel machine learning-based computational framework has been presented using Tregs and 19 other immune cell types using 42 purified immune cell datasets from GEO to identify Treg-specific mRNAs, and a prognostic signature of Tregs (named "TILTregSig") consisting of five mRNAs (SOCS2, EGR1, RRM2, TPP1, and C11orf54) was developed and validated to monitor the prognosis of prostate cancer using the TCGA and ICGC datasets. The TILTregSig showed a stronger predictive power for tumor immunity compared with tumor mutation burden and glycolytic activity, which have been reported as immune predictors. Further analyses indicate that the TILTregSig might influence tumor immunity mainly by mediating tumor-infiltrating Tregs and could be a powerful predictor for Tregs in prostate cancer. Moreover, the TILTregSig showed a promising potential for predicting cancer immunotherapy (CIT) response in five CIT response datasets and therapeutic resistance in the GSCALite dataset in multiple cancers. Our TILTregSig derived from PBMCs makes it possible to achieve a straightforward, noninvasive, and inexpensive detection assay for prostate cancer compared with the current histopathological examination that requires invasive tissue puncture, which lays the foundation for the future development of a panel of different molecules in peripheral blood comprising a biomarker of prostate cancer. Trial registration: ClinicalTrials.gov NCT00065442 NCT00005947 NCT01133704. Keywords: cancer immunotherapy (CI); prognostic signature; prostate cancer; regulatory T cells (Tregs); therapeutic resistance.