Objective: Gliomas are the most common primary tumors in the central nervous system with a bad prognosis. Pyroptosis, an inflammatory form of regulated cell death, plays a vital role in the progression and occurrence of tumors. However, the value of pyroptosis related genes (PRGs) in glioma remains poorly understood. This study aims to construct a PRGs signature risk model and explore the correlation with clinical characteristics, prognosis, tumor microenviroment (TME), and immune checkpoints. Methods: RNA sequencing profiles and the relevant clinical data were obtained from the Chinese Glioma Genome Atlas (CGGA), the Cancer Genome Atlas (TCGA), the Repository of Molecular Brain Neoplasia Data (REMBRANDT), and the Genotype-Tissue Expression Project (GTEx-Brain). Then, the differentially expressed pyroptosis related genes (PRGs) were identified, and the least absolute shrinkage and selection operator (LASSO) and mutiCox regression model was generated using the TCGA-train dataset. Then the expression of mRNA and protein levels of PRGs signature was detected through qPCR and human protein atlas (HPA). Further, the predictive ability of the PRGs-signature, prognostic analysis, and stratification analysis were utilized and validated using TCGA-test, CGGA, and REMBRANDT datasets. Subsequently, we constructed the nomogram by combining the PRGs signature and other key clinical features. Moreover, we used gene set enrichment analysis (GSEA), GO, KEGG, the tumor immune dysfunction and exclusion (TIDE) single-sample GSEA (ssGSEA), and Immunophenoscore (IPS) to determine the relationship between PRGs and TME, immune infiltration, and predict the response of immune therapy in glioma. Results: A four-gene PRGs signature (CASP4, CASP9, GSDMC, IL1A) was identified and stratified patients into low- or high-risk group. Survival analysis, ROC curves, and stratified analysis revealed worse outcomes in the high-risk group than in the low-risk group. Correlation analysis showed that the risk score was correlated with poor disease features. Furthermore, GSEA and immune infiltrating and IPS analysis showed that the PRGs signature could potentially predict the TME, immune infiltration, and immune response in glioma. Conclusion: The newly identified four-gene PRGs signature is effective in diagnosis and could robustly predict the prognosis of glioma, and its impact on the TME and immune cell infiltrations may provide further guidance for immunotherapy.