T-cell exhaustion (Tex) is considered to be a reason for immunotherapy resistance and poor prognosis in lung adenocarcinoma. Therefore, we used weighted correlation network analysis to identify Tex-related genes in the cancer genome atlas (TCGA). Unsupervised clustering approach based on Tex-related genes divided patients into cluster 1 and cluster 2. Then, we utilized random forest and the least absolute shrinkage and selection operator to identify nine key genes to construct a riskscore. Patients were classified as low or high-risk groups. The multivariate cox analysis showed the riskscore was an independent prognostic factor in TCGA and GSE72094 cohorts. Moreover, patients in cluster 2 with high riskscore had the worst prognosis. The immune response prediction analysis showed the low-risk group had higher immune, stromal, estimate scores, higher immunophenscore (IPS), and lower tumor immune dysfunction and exclusion score which suggested a better response to immune checkpoint inhibitors (ICIs) therapy in the low-risk group. In the meantime, we included two independent immunotherapy cohorts that also confirmed a better response to ICIs treatment in the low-risk group. Besides, we discovered differences in chemotherapy and targeted drug sensitivity between two groups. Finally, a nomogram was built to facilitate clinical decision making.