Pyroptosis plays an important role in the occurrence and development of cancer. We are interested in determining the prognostic value of pyroptosis-related genes in hepatocellular carcinoma (HCC). In this study, we searched the original transcriptome data of The Cancer Genome Atlas (TCGA) and identified the related expressed genes by co-expression analysis. Differentially expressed genes were identified by using univariate analysis, the least absolute shrinkage and selection operator (LASSO) and multivariate analysis to screen for genes related to prognosis of HCC. Ultimately, we established a prognostic model for five genes, namely GSDME, DHX9, TREM2, SQSTM1 and GLMN. Survival analysis showed that the overall survival rate of HCC patients with high risk score was significantly lower than that of HCC patients with low risk score, and this signal could be used as an independent prognostic indicator of HCC. Receiver operating characteristic curve analysis confirmed the accuracy of this prognostic signal, and was further verified in a Gene Expression Omnibus (GEO) dataset (GSE14520) and the International Cancer Genome Consortium (ICGC) databases. In addition, nomograms based on the five identified prognostic genes were established and verified internally in TCGA cohort. Additionally, we also analyzed the gene mutations of the model genes and the correlation between immune cells of the model genes. In summary, this study identified for the first time a 5-gene prognostic signature associated with pyroptosis, which can be used as a promising prognostic biomarker and provide some potentially useful therapeutic targets for HCC.