Skin cutaneous melanoma (SKCM) is one of the most aggressive and life-threatening tumors. It has a high incidence rate, as well as significant metastasis and fatality rates. To successfully treat SKCM and to increase the overall survival rate, early identification and risk stratification are both absolutely necessary. Long noncoding RNAs (lncRNAs) play a significant regulatory role in a variety of cancers. However, the expression and function of many lncRNAs have not been investigated. We evaluated the expression profile of the long noncoding RNA LINC02249 (LINC02249) in pan-cancers by using data on gene expression obtained from TCGA and GTEx. The biological function of LINC02249 was determined by gene ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG). The prognostic value of LINC02249 expression in SKCM patients was statistically analyzed. Besides, the ssGSEA approach was utilized in order to investigate the degree to which LINC02249 expression is correlated with tumor immune infiltration. In this study, the expression of LINC02249 was found to be abnormally high in a variety of tumors, according to our findings. When compared with nontumor specimens, the level of expression of LINC02249 was shown to be significantly elevated in SKCM samples. GO and KEGG assays revealed LINC02249 may be involved in tumor progression. High expression of LINC02249 was associated with shorter overall survival and disease-specific survival of SKCM patients. More importantly, multivariate methods revealed that LINC02249 expression was an independent prognostic factor for SKCM cases. Using ssGSEA, we found that the expression of LINC02249 was negatively associated with different tumor-infiltrating immune cells, especially aDC, Treg, and macrophages. Overall, our findings suggested that LINC02249 can serve as a novel biomarker to predict the prognosis and immune infiltration in SKCM.