Exosome has been demonstrated to be secreted from cells and seized by targeted cells. Exosome could transmit signals and exert biological functions in cancer progression. Nevertheless, the underlying mechanisms of exosome in ovarian cancer (OC) have not been fully explored. In this study, we wanted to explore whether Fibroblast growth factor 9 (FGF9), as an exosome-associated gene, was importantly essential in OC progression and prognosis. Firstly, comprehensive bioinformatics platforms were applied to find that FGF9 expression was lower in OC tissues compared to normal ovarian tissues. Meanwhile, downregulated FGF9 displayed favorable prognostic values in OC patients. The gene enrichment of biological functions indicated that abnormally expressed FGF9 could be involved in the OC-related immune signatures, such as immunoinhibitors and chemokine receptors. Taken together, these findings could provide a novel insight into the significance of FGF9 in OC progress and supply a new destination of FGF9-related immunotherapy in clinical treatment.