In the current study, we established an immune‐related four‐gene signature (CD8A, CD8B, TCF7, and LEF1) based on multivariable Cox regression analysis of transcriptome profiles downloaded from The Cancer Genome Atlas (TCGA) database, and assessed whether the four‐gene signature could predict the clinical responses and treatment benefits of patients with various types of cancer before the beginning of immunotherapy. This evidence concerns the gene CD8A and cancer.