Osteosarcoma (OS) is a common primary malignant tumor of the bone in children and adolescents. The five-year survival rate is estimated to be ~70% based on the currently available treatment modalities. It is well known that tumor-infiltrating immune cells (TIICs) that are the most important components in the tumor microenvironment can exert a killing effect on tumor cells. Therefore, in the present study, 85 RNA-sequencing OS samples were categorized into high- and low-immune score groups with ESTIAMATE. Based on the immune score groups, 474 differentially expressed genes (DEGs) were acquired using the LIMMA package of R language. Subsequently, 86 DEGs were taken through univariate COX regression analysis, of which 14 were screened out by least absolute shrinkage and selection operator regression analysis. Furthermore, multivariate COX regression analysis was performed to obtain 4 DEGs. Finally, ecotropic virus integration site 2B (EVI2B) or CD361 gene was screened out via Kaplan-Meier analysis. In addition, CIBERSORT algorithm was used to evaluate the proportion of 22 kinds of TIICs in OS. Correlation analysis revealed that the high expression level of EVI2B can elevate the infiltrated proportion of CD8 T cells. Moreover, analysis of single cell RNA-sequencing transcriptome datasets and immunohistochemical staining uncovered that EVI2B was mainly expressed on CD8 T cells and that EVI2B could promote the expression of granzyme A and K of CD8 T cells to exhibit a potent killing effect on tumor cells. Therefore, EVI2B was identified as a protective immune-related gene and contributed to good prognosis in OS patients.