Ferroptosis is an iron-dependent cell death process that plays important regulatory roles in the occurrence and development of cancers, including hepatocellular carcinoma (HCC). Moreover, the molecular events surrounding aberrantly expressed long non-coding RNAs (lncRNAs) that drive HCC initiation and progression have attracted increasing attention. However, research on ferroptosis-related lncRNA prognostic signature in patients with HCC is still lacking. In this study, the association between differentially expressed lncRNAs and ferroptosis-related genes, in 374 HCC and 50 normal hepatic samples obtained from The Cancer Genome Atlas (TCGA), was evaluated using Pearson's test, thereby identifying 24 ferroptosis-related differentially expressed lncRNAs. The least absolute shrinkage and selection operator (LASSO) algorithm and Cox regression model were used to construct and validate a prognostic risk score model from both TCGA training dataset and GEO testing dataset (GSE40144). A nine-lncRNA-based signature (CTD-2033A16.3, CTD-2116N20.1, CTD-2510F5.4, DDX11-AS1, LINC00942, LINC01224, LINC01231, LINC01508, and ZFPM2-AS1) was identified as the ferroptosis-related prognostic model for HCC, independent of multiple clinicopathological parameters. In addition, the HCC patients were divided into high-risk and low-risk groups according to the nine-lncRNA prognostic signature. The gene set enrichment analysis enrichment analysis revealed that the lncRNA-based signature might regulate the HCC immune microenvironment by interfering with tumor necrosis factor α/nuclear factor kappa-B, interleukin 2/signal transducers and activators of transcription 5, and cytokine/cytokine receptor signaling pathways. The infiltrating immune cell subtypes, such as resting memory CD4(+) T cells, follicular helper T cells, regulatory T cells, and M0 macrophages, were all significantly different between the high-risk group and the low-risk group as indicated in Spearman's correlation analysis. Moreover, a substantial increase in the expression of B7H3 immune checkpoint molecule was found in the high-risk group. Our findings provided a promising insight into ferroptosis-related lncRNAs in HCC and a personalized prediction tool for prognosis and immune responses in patients.