Metastatic cancer especially bone metastasis (BM) is the lethal end-stage of castration-resistant prostate cancer (CRPC). To understand the possible molecular mechanisms underlying the development of the distant metastasis is of potential clinical value. We sought to identify differentially expressed genes between patient-matched primary and bone metastatic CRPC tumors. Functional enrichment, protein-protein interaction networks, and survival analysis of DEGs were performed. DEGs with a prognostic value considered as candidate genes were evaluated, followed by genetic analysis of tumor infiltrating immune cells based on Wilcoxon test and immunofluorescence identification. Expression profiles analysis showed that 381 overlapping genes were screened as differentially expressed genes (DEGs), of which 16 DEGs were randomly selected to be validated and revealed that most of these genes showed a transcriptional profile similar to that seen in the datasets (Pearson’s r = 0.76). Six core genes were found to be involved in regulation of extracellular matrix receptor interaction and chemotactic activity, and four of them were significantly correlated with the survival of PCa patients with bone metastases. Immune infiltration analysis showed that the expressions levels of COL3A1, RAC1, FN1, and SDC2 in CD4+T cells were significantly higher than those in tumor cells, especially regulatory T cell infiltration was significantly increased in BM tumors. We analyzed gene expression signatures specifically associated with the development of bone metastases of CRPC patients. Characterization of genes associated with BM of mCRPC is critical for identification of predictive biomarkers and potential therapeutic targets.