Background. The present study is aimed at identifying the differentially expressed genes (DEGs) and relevant biological processes and pathways associated with epicardial adipose tissue (EAT) from patients with coronary artery disease (CAD). We also explored potential biomarkers using two machine-learning algorithms and calculated the immune cell infiltration in EAT. Materials and Methods. Three datasets (GSE120774, GSE64554, and GSE24425) were obtained from the Gene Expression Omnibus (GEO) database. The GSE120774 dataset was used to evaluate DEGs between EAT of CAD patients and the control group. Functional enrichment analyses were conducted to study associated biological functions and mechanisms using the Kyoto Encyclopedia of Genes and Genomes (KEGG), Gene Ontology (GO), and Gene Set Enrichment Analysis (GSEA). After this, the least absolute shrinkage and selection operator (LASSO) and support vector machine recursive feature elimination (SVM-RFE) were performed to identify the feature genes related to CAD. The expression level of the feature genes was validated in GSE64554 and GSE24425. Finally, we calculated the immune cell infiltration and evaluated the correlation between the feature genes and immune cells using CIBERSORT. Results. We identified a total of 130 upregulated and 107 downregulated genes in GSE120774. Functional enrichment analysis revealed that DEGs are associated with several pathways, including the calcium signaling pathway, complement and coagulation cascades, ferroptosis, fluid shear stress and atherosclerosis, lipid and atherosclerosis, and regulation of lipolysis in adipocytes. TCF21, CDH19, XG, and NNAT were identified as feature genes and validated in the GSE64554 and GSE24425 datasets. Immune cell infiltration analysis showed plasma cells are significantly more numerous in EAT than in the control group (p=0.001), whereas macrophage M0 (p=0.024) and resting mast cells (p=0.036) were significantly less numerous. TCF21, CDH19, XG, and NNAT were correlated with immune cells, including plasma cells, M0 macrophages, and resting mast cells. Conclusion. TCF21, CDH19, XG, and NNAT might serve as feature genes for CAD, providing new insights for future research on the pathogenesis of cardiovascular diseases.