Aim: Long non-coding RNAs (lncRNAs) have been identified to regulate cancers by controlling the process of autophagy and by mediating the post-transcriptional and transcriptional regulation of autophagy-related genes. This study aimed to investigate the potential prognostic role of autophagy-associated lncRNAs in colorectal cancer (CRC) patients. Methods: LncRNA expression profiles and the corresponding clinical information of CRC patients were collected from The Cancer Genome Atlas (TCGA) database. Based on the TCGA dataset, autophagy-related lncRNAs were identified by Pearson correlation test. Univariate Cox regression analysis and the least absolute shrinkage and selection operator analysis (LASSO) Cox regression model were performed to construct the prognostic gene signature. Gene set enrichment analysis (GSEA) was used to further clarify the underlying molecular mechanisms. Results: We obtained 210 autophagy-related genes from the whole dataset and found 1187 lncRNAs that were correlated with the autophagy-related genes. Using Univariate and LASSO Cox regression analyses, eight lncRNAs were screened to establish an eight-lncRNA signature, based on which patients were divided into the low-risk and high-risk group. Patients' overall survival was found to be significantly worse in the high-risk group compared to that in the low-risk group (log-rank p = 2.731E-06). ROC analysis showed that this signature had better prognostic accuracy than TNM stage, as indicated by the area under the curve. Furthermore, GSEA demonstrated that this signature was involved in many cancer-related pathways, including TGF-beta p53, mTOR and WNT signaling pathway. Conclusions: Our study constructed a novel signature from eight autophagy-related lncRNAs to predict the overall survival of CRC, which could assistant clinicians in making individualized treatment.