FOXM1 acts as an oncogenic transcription factor and is involved in multiple hallmarks of human malignancies. Recent studies have demonstrated that FOXM1 is upregulated and correlated with poor prognosis in a majority of cancers. However, there are few pan-cancer analyses of FOXM1. This study aimed to investigate the expression profiles and clinical significance of FOXM1 in 31 types of solid tumors. We explored the expression profiles and the prognostic value of FOXM1 in pan-cancer across The Cancer Genome Atlas (TCGA). We further used lung adenocarcinoma (LUAD) tissues combined with quantitative real-time PCR (qRT-PCR) and immunohistochemistry (IHC) for experimental validation of FOXM1 expression. Besides, we verified the function of FOXM1 in a lung cancer cell line. Gene set enrichment analysis (GSEA) was conducted to explore signaling pathways related to FOXM1 expression. We observed that up-regulated FOXM1 was significantly related to poor survival in most tumors. Furthermore, there are significant correlations between FOXM1 expression and the infiltrating levels of different types of immune cells, TMB, MSI and immune checkpoint genes in a variety of cancers. Additional analysis based on IMvigor 210 cohort confirmed that patients with high level of FOXM1 exhibited a superior response to anti-PD-L1 therapy, and had a prolonged OS. In conclusion, this study indicated that FOXM1 could serve as a prognostic biomarker for most types of cancers and played a crucial role in the tumor immune microenvironment.