The interaction between the tumour and the surrounding microenvironment determines the malignant biological behaviour of the tumour. Cancer-associated fibroblasts (CAFs) coordinate crosstalk between cancer cells in the tumour immune microenvironment (TIME) and are extensively involved in tumour malignant behaviours, such as immune evasion, invasion and drug resistance. Here, we performed differential and prognostic analyses of genes associated with CAFs and constructed CAF-related signatures (CAFRs) to predict clinical outcomes in individuals with colon adenocarcinoma (COAD) based on machine learning algorithms. The CAFRs were further validated in an external independent cohort, GSE17538. Additionally, Cox regression, receiver operating characteristic (ROC) and clinical correlation analysis were utilised to systematically assess the CAFRs. Moreover, CIBERSORT, single sample Gene Set Enrichment Analysis (ssGSEA) and Estimation of Stromal and Immune cells in MAlignant Tumor tissues using Expression data (ESTIMATE) analysis were utilised to characterise the TIME in patients with COAD. Microsatellite instability (MSI) and tumour mutation burden were also analysed. Furthermore, Gene Set Variation Analysis (GSVA), Kyoto Encyclopedia of Genes and Genomes (KEGG) and Gene Ontology (GO) elucidated the biological functions and signalling pathways involved in the CAFRs. Consensus clustering analysis was used for the immunological analysis of patients with COAD. Finally, the pRRophic algorithm was used for sensitivity analysis of common drugs. The CAFRs constructed herein can better predict the prognosis in COAD. The cluster analysis based on the CAFRs can effectively differentiate between immune ‘hot’ and ‘cold’ tumours, determine the beneficiaries of immune checkpoint inhibitors (ICIs) and provide insight into individualised treatment for COAD.