•This work systematically analyzed the expression patterns and clinical correlations of mitochondria-associated lncRNAs in osteosarcoma patients.•We generated mitochondria-associated lncRNA signature and molecular patterns effective for supervising the immune features and clinical stratification management of osteosarcoma.•We comprehensively investigated the co-expression network of mitochondria-related genes and lncRNAs and evaluated their subcellular localization and pan-cancer landscape. Mitochondrial damage is related to the functional properties of immune cells as well as to tumorigenesis and progression. Nevertheless, there is an absence concerning the systematic evaluation of mitochondria-associated lncRNAs (MALs) in the immune profile and tumor microenvironment of osteosarcoma patients. Based on transcriptomic and clinicopathological data from the TARGET database, MAL-related patterns were ascertained by consistent clustering, and gene set variation analysis of the different patterns was completed. Next, a MAL-derived scoring system was created using Cox and LASSO regression analyses and validated by Kaplan-Meier and ROC curves. The GSEA, ESTIMATE, and CIBERSORT algorithms were utilized to characterize the immune status and underlying biological functions in the different MAL score groups. MAL-derived risk scores were well stabilized and outperformed traditional clinicopathological features to reliably predict 5-year survival in osteosarcoma cohorts. Moreover, patients with increased MAL scores were observed to suffer from poorer prognosis, higher tumor purity, and an immunosuppressive microenvironment. Based on estimated half-maximal inhibitory concentrations, the low-MAL score group benefited more from gemcitabine and docetaxel, and less from thapsigargin and sunitinib compared to the high-MAL score group. Pan-cancer analysis demonstrated that six hub MALs were strongly correlated with clinical outcomes, immune subtypes, and tumor stemness indices in various common cancers. Finally, we verified the expression patterns of hub MALs in osteosarcoma with qRT-PCR. In summary, we identified the crosstalk between prognostic MALs and tumor-infiltrating immune cells in osteosarcoma, providing a potential strategy to ameliorate clinical stratification management.