Prostate cancer (PCa) is one of the malignant tumors of urinary system with a high morbidity. Enhancer RNA is a subclass of long non-coding RNA transcribed from active enhancer regions, which plays a critical role in gene transcriptional regulation. However, the role of enhancer RNA (eRNA) in PCa remains extremely mysterious. This study is aimed at exploring key prognostic eRNAs in PCa. First, we downloaded gene expression data and clinical data of 33 cancer types from UCSC Xena platform. Second, we selected reported putative eRNA-target pairs and performed the Kaplan-Meier survival and correlation analysis to determine the crucial eRNAs most related to biochemical recurrence (BCR)-free survival. Third, we explored the clinical characteristics with the key eRNA GAS1 adjacent regulatory RNA (GAS1RR) and performed a computational difference algorithm and the Cox regression analysis. Next, Gene Ontology (GO) and Kyoto Encyclopedia of Genes and Genomes (KEGG) analyses were performed to explore the underlying mechanisms. Finally, we used the pan-cancer data from The Cancer Genome Atlas (TCGA) and performed reverse transcription-quantitative polymerase chain reaction (RT-qPCR) of 18 pairs of specimens to prove the results we acquired. Among all 2695 putative eRNAs, 6 pairs of eRNA-target genes were prominently related to BCR-free survival. Growth arrest-specific protein 1 (GAS1) was a target gene of GAS1RR (r = 0.86, P < 0.001). Patients with low GAS1RR expression were likely to have unfavorable clinical characteristics. The result of computational Cox regression analysis demonstrated that GAS1RR may predict the prognosis of PCa independently. RT-qPCR results illuminated that GAS1RR and GAS1 were both downregulated in PCa tissues, and they show a strong positive correlation. GO and KEGG analyses revealed biological processes that GAS1RR was mainly associated with. Immune infiltration analysis indicated that GAS1RR expression is correlated with the infiltration level of six kinds of immune cells. Our results suggest that GAS1RR may be clinically useful in the prediction of PCa prognosis. Moreover, it may also be a prognostic predictor and theoretic target with great promise in PCa.