• Three immune methylation patterns (IMPs) of osteosarcoma patients were cluster based on methylation levels of CpG sites related to immunologic gene sets.• Six gene signatures (MYC, COL13A1, UHRF2, MT1A, ACTB, and GBP1) were constructed to predict osteosarcoma prognosis.• Osteosarcoma patients in the high-IMP Risk group had higher infiltrations of potential immunosuppressive cells, higher infiltrations of naïve CD4 + T cells, and lower infiltrations of activated NK cells, potentially leading to an immunosuppressive TME status and a poor response to ICI therapy. The gene discussed is ACTB; the disease is osteosarcoma.