Centromere protein family member genes (CENPx genes) have been reported to be exceptionally expressed in various cancers. However, the systematic analysis of their roles in lung adenocarcinoma (LUAD) is still lacking. The aim of this study is to comprehensively analyze the expression and survival value of CENPx genes in LUAD and to perform immune analysis and related mechanistic investigations. We confirmed that CENPA, CENPF, CENPI, CENPK, CENPM, CENPN, CENPU and CENPW were highly expressed in LUAD, and their high expression were associated with poor prognosis (P < 0.05). Methylation results showed that methylation of one CpG site on promotor of CENPF, one of CENPU and two CENPMs were relevant to overall survival in LUAD. The gene alteration analysis demonstrated that the altered group of CENPF were correlated with poor overall survival. Microsatellite instability analysis concluded that the expression of CENPF and microsatellite instability scores were correlated positively with statistical significance. In addition, the expression changes of these eight genes were significantly associated with immune cell infiltration and the expression of immunoinhibitors, immunostimulators, and major histocompatibility complex (MHC) molecules. Functional enrichment analysis indicated that directly related genes were mainly involved in MRNA splicing, via spliceosome, Poly(A) RNA binding and Spliceosome. Moreover, we established a risk model based on LASSO regression. The expression changes of these eight genes in the Gene Expression Omnibus were also highly expressed in LUAD-compared with normal tissues, which confirmed the analysis in the Gene Expression Profiling Interactive Analysis (GEPIA) database. To sum up, we aimed to provide new biomarkers.