Tumor microenvironment (TME) has been reported to have a strong association with tumor progression and therapeutic outcome, and epigenetic modifications such as DNA methylation can affect TMB and play an indispensable role in tumorigenesis. However, the potential mechanisms of TME and DNA methylation remain unclear in cervical cancer (CC). The immune and stromal scores of TME were generated by the ESTIMATE algorithm for CC patients in The Cancer Genome Atlas (TCGA) database. The TME and DNA methylation-related genes were identified by the integrative analysis of DNA promoter methylation and gene expression. The least absolute shrinkage and selection operator (LASSO) Cox regression was performed 1,000 times to further identify a nine-gene TME and DNA methylation-related prognostic signature. The signature was further validated in Gene Expression Omnibus (GEO) dataset. Then, the identified signature was integrated with the Federation International of Gynecology and Obstetrics (FIGO) stage to establish a composite prognostic nomogram. CC patients with high immunity levels have better survival than those with low immunity levels. Both in the training and validation datasets, the risk score of the signature was an independent prognosis factor. The composite nomogram showed higher accuracy of prognosis and greater net benefits than the FIGO stage and the signature. The high-risk group had a significantly higher fraction of genome altered than the low-risk group. Eleven genes were significantly different in mutation frequencies between the high- and low-risk groups. Interestingly, patients with mutant had better overall survival (OS) than those with wild type. Patients in the low-risk group had significantly higher tumor mutational burden (TMB) than those in the high-risk group. Taken together, the results of TMB, immunophenoscore (IPS), and tumor immune dysfunction and exclusion (TIDE) score suggested that patients in the low-risk group may have greater immunotherapy benefits. Finally, four drugs (panobinostat, lenvatinib, everolimus, and temsirolimus) were found to have potential therapeutic implications for patients with a high-risk score. Our findings highlight that the TME and DNA methylation-related prognostic signature can accurately predict the prognosis of CC and may be important for stratified management of patients and precision targeted therapy.