The incidence of adenocarcinoma of the esophagogastric junction (AEG) has markedly increased worldwide. However, the precise etiology of AEG is still unclear, and the therapeutic options thus remain limited. Growing evidence has implicated long non-coding RNAs (lncRNAs) in cancer immunomodulation. This study aimed to examine the tumor immune infiltration status and assess the prognostic value of immune-related lncRNAs in AEG. Using the ESTIMATE method and single-sample GSEA, we first evaluated the infiltration level of 28 immune cell types in AEG samples obtained from the TCGA dataset (N=201). Patients were assigned into high- and low-immune infiltration subtypes based on the immune cell infiltration’s enrichment score. GSEA and mutation pattern analysis revealed that these two immune infiltration subtypes had distinct phenotypes. We identified 1470 differentially expressed lncRNAs in two immune infiltration subtypes. From these differentially expressed lncRNAs, six prognosis-related lncRNAs were selected using the Cox regression analysis. Subsequently, an immune risk signature was constructed based on combining the values of the six prognosis-associated lncRNAs expression levels and multiple regression coefficients. To determine the risk model’s prognostic capability, we performed a series of survival analyses with Kaplan–Meier methods, Cox proportional hazards regression models, and the area under receiver operating characteristic (ROC) curve. The results indicated that the immune-related risk signature could be an independent prognostic factor with a significant predictive value in patients with AEG. Furthermore, the immune-related risk signature can effectively predict the response to immunotherapy and chemotherapy in AEG patients. In conclusion, the proposed immune-related lncRNA prognostic signature is reliable and has high survival predictive value for patients with AEG and is a promising potential biomarker for immunotherapy.