Thus, a novel machine learning-based computational framework has been presented using Tregs and 19 other immune cell types using 42 purified immune cell datasets from GEO to identify Treg-specific mRNAs, and a prognostic signature of Tregs (named “TILTregSig”) consisting of five mRNAs (SOCS2, EGR1, RRM2, TPP1, and C11orf54) was developed and validated to monitor the prognosis of prostate cancer using the TCGA and ICGC datasets. This evidence concerns the gene EGR1 and prostate cancer.