Ovarian cancer (OC) is a highly malignant gynaecological tumour that has a very poor prognosis. Pyroptosis has been demonstrated in recent years to be an inflammatory form of programmed cell death. However, the expression of pyroptosis-related genes in OC and their correlations with prognosis remain unclear. In this study, we identified 31 pyroptosis regulators that were differentially expressed between OC and normal ovarian tissues. Based on these differentially expressed genes (DEGs), all OC cases could be divided into two subtypes. The prognostic value of each pyroptosis-related gene for survival was evaluated to construct a multigene signature using The Cancer Genome Atlas (TCGA) cohort. By applying the least absolute shrinkage and selection operator (LASSO) Cox regression method, a 7-gene signature was built and classified all OC patients in the TCGA cohort into a low- or high-risk group. OC patients in the low-risk group showed significantly higher survival possibilities than those in the high-risk group (P < 0.001). Utilizing the median risk score from the TCGA cohort, OC patients from a Gene Expression Omnibus (GEO) cohort were divided into two risk subgroups, and the low-risk group had increased overall survival (OS) time (P = 0.014). Combined with the clinical characteristics, the risk score was found to be an independent factor for predicting the OS of OC patients. Gene ontology (GO) and Kyoto Encylopedia of Genes and Genomes (KEGG) analyses indicated that immune-related genes were enriched and that the immune status was decreased in the high-risk group. In conclusion, pyroptosis-related genes play important roles in tumour immunity and can be used to predict the prognosis of OCs.