Substantial evidence indicates that brain-derived neurotrophic factor (BDNF) plays an important role in tumorigenesis, in addition to its primary role in neuronal activity. Gastrointestinal stromal tumors (GISTs), which are the most common mesenchymal neoplasms of the gastrointestinal tract, contain multiple types of tumor-infiltrating lymphocytes (TILs) that express relevant immune checkpoint proteins. However, no data have been reported on the role of BDNF in GISTs. This study aimed to investigate the expression pattern and prognostic value of BDNF in GIST patients with different degrees of risk, as well as the relationship between BDNF expression and immune checkpoints. Immunohistochemistry (IHC) demonstrated that higher BDNF expression was more likely to be present in high-risk patients and suggested a poor prognosis. A similar phenomenon was demonstrated in plasma. Even more interesting was that a positive correlation was present between BDNF and PD-L1 expression on TILs. Moreover, high BDNF expression levels in combination with a high PD-L1 TIL count predict extremely poor survival. The combination of BDNF expression and TIL PD-L1 expression as a single biomarker was a powerful significant independent predictor of prognosis. Taken together, BDNF expression may serve as a significant prognostic factor, as the combination of BDNF expression and the PD-L1 TIL subset led to superior prediction of GIST prognosis. Furthermore, our research coupled a neurotrophin with immunity, which provides novel evidence of neural and immune regulation in a clinical study of GIST.