Pancreatic adenocarcinoma (PAAD) is an extremely lethal disease worldwide. Brain-derived neurotrophic factor (BDNF) is a critical member of the neurotrophin polypeptide superfamily that plays an important role in multiple cancers. However, the association among BDNF expression, tumor immunity, and PAAD prognosis remains unclear. BDNF expression and its influence on patient prognosis were explored based on The Cancer Genome Atlas, Cancer Cell Line Encyclopedia, Genotype-Tissue Expression, and Kaplan-Meier plotter. Gene set enrichment analysis was performed to understand the biological roles of BDNF. The role of BDNF in tumor-infiltrating immune cells was determined using the Tumor Immune Estimation Resource database and the single-sample gene set enrichment analysis and xCell algorithm. The correlation among BDNF and chemokines, chemokine receptors, chemotherapeutic efficacy, and immune checkpoints was analyzed based on RStudio. BDNF expression was remarkably higher in PAAD compared to their paired normal tissues, and high BDNF expression was associated with unfavorable prognosis. Enrichment analysis revealed that BDNF was significantly enriched in major oncogenic pathways in PAAD. BDNF expression was positively correlated with immune infiltration, especially Th2 cells. Moreover, BDNF expression was positively correlated with Th2 cell-related chemokine/chemokine receptors, indicating that BDNF might modulate the migration of Th2 cells in PAAD. We also found that BDNF expression was correlated with high chemotherapeutics sensitivity and highly expressed immune checkpoints, making it a valuable biomarker in predicting the therapeutic benefits for chemotherapy and immunotherapy in cancer patients. In summary, BDNF might affect patient prognosis by interacting with tumor-infiltrating Th2 cells, thus serving as a potential prognostic biomarker in PAAD.