Immunotherapy has revolutionized the treatment of tumors, but there are still a large number of patients who do not benefit from immunotherapy. Pericytes play an important role in remodeling the immune microenvironment. However, how pericytes affect the prognosis and treatment resistance of tumors is still unknown. This study jointly analyzed single-cell RNA sequencing (scRNA-seq) data and bulk RNA sequencing data of multiple cancers to reveal pericyte function in the colorectal cancer microenvironment. Analyzing over 800 000 cells, it was found that colorectal cancer had more pericyte enrichment in tumor tissues than other cancers. We then combined the TCGA database with multiple public datasets and enrolled more than 1000 samples, finding that pericyte may be closely related to poor prognosis due to the higher epithelial-mesenchymal transition (EMT) and hypoxic characteristics. At the same time, patients with more pericytes have higher immune checkpoint molecule expressions and lower immune cell infiltration. Finally, the contributions of pericyte in poor treatment response have been demonstrated in multiple immunotherapy datasets (n = 453). All of these observations suggest that pericyte can be used as a potential biomarker to predict patient disease progression and immunotherapy response.