The purpose of our study was to develop a multigene signature based on transcriptome profiles of both mRNAs and lncRNAs to identify a group of patients who are at high risk of early relapse in stages II-III colon cancer. Firstly, propensity score matching was conducted between patients in early relapse group and long-term survival group from GSE39582 training series (N = 359) and patients were matched 1:1. Global transcriptome analysis was then performed between the paired groups to identify tumor specific mRNAs and lncRNAs. Finally, using LASSO Cox regression model, we built a multigene early relapse classifier incorporating 15 mRNAs and three lncRNAs. The prognostic and predictive accuracy of the signature was internally validated in 102 colon cancer patients and externally validated in other 241 patients. In the training set, patients with high risk score were more likely to suffer from relapse than those with low risk score (HR: 2.67, 95% CI: 2.07-3.46, P < 0.001). The results were validated in the internal validation set (HR: 2.23, 95% CI: 1.23-3.78, P = 0.003) and external validation (HR 1.88, 95% CI 1.42-2.48; P < 0.001) set. Time-dependent receiver operating curve at 1 year showed that the integrated mRNA-lncRNA signature [area under curve (AUC) = 0.742] had better prognostic accuracy than AJCC TNM stage (AUC = 0.615) in the entire 702 patients. In addition, survival decision curve analyses at 12 months revealed a good clinical usefulness of the integrated mRNA-lncRNA signature. In conclusion, we successfully developed an integrated mRNA-lncRNA signature that can accurately predict early relapse.