Prostate cancer (PCa) is one of the primary causes of cancer-related mortality in men worldwide. Patients with locally advanced PCa with metastases in regional lymph nodes are usually marked as a high-risk group. One of the chief concerns for this group is to make an informed decision about the necessity of conducting adjuvant androgen deprivation therapy after radical surgical treatment. During the oncogenic transformation and progression of the disease, the expression of many genes is altered. Some of these genes can serve as markers for diagnosis, predicting the prognosis or effectiveness of drug therapy, as well as possible therapeutic targets. We undertook bioinformatic analysis of the RNA-seq data deposited in The Cancer Genome Atlas consortium database to identify possible prognostic markers. We compared the groups with favorable and unfavorable prognosis for the cohort of patients with PCa showing lymph node metastasis (pT2N1M0, pT3N1M0, and pT4N1M0) and for the most common molecular type carrying the fusion transcript TMPRSS2-ERG. For the entire cohort, we revealed at least six potential markers (IDO1, UGT2B15, IFNG, MUC6, CXCL11, and GBP1). Most of these genes are involved in the positive regulation of immune response. For the TMPRSS2-ERG subtype, we also identified six genes, the expression of which may be associated with prognosis: TOB1, GALNT7, INAFM1, APELA, RAC3, and NNMT. The identified genes, after additional studies and validation in the extended cohort, could serve as a prognostic marker of locally advanced lymph node-positive PCa.