Despite recent advances in therapeutic options, colorectal cancer (CRC) continues to be a lethal disease with a poor prognosis. A recently identified mode of cell death, cuproptosis is yet to be understood in the context of CRC. Herein, we identified a cuproptosis-related three-gene signature that correlates with CRC survival in the Cancer Genome Atlas (TCGA) cohort. With this signature, a nomogram was constructed with new prognostic values, and CDKN2A was identified as an independent risk factor for CRC. Furthermore, CDKN2A expression was significantly correlated with both immune cell infiltration and the immune response. A pan-cancer analysis also revealed the prognostic value and immunological correlations of CDKN2A in other tumor types. Additionally, downregulation of CDKN2A was associated with methylation of m6A. Last but not least, we constructed a ceRNA network to discover the lncRNA KCNQ1OT1/miR-125b-5p/CDKN2A regulatory pathway in CRC. In this study, we provided insights into the role of cuproptosis in CRC and identified CDKN2A as an important cuproptosis-related gene. These results need to be verified by further research.