(4) The results of the restricted cubic spline showed a linear dose-response relationship between the TyG index and the risk of prostate cancer; (5) The Receiver operating characteristic (ROC) curve results showed that the area under the curve (AUC) of the TyG index combined with initial PSA and age was 0.840, with a sensitivity and specificity of 62.5% and 93.3%, respectively. Here, KLK3 is linked to prostate cancer.