Annexin play a vital role in tumorigenesis and progression. However, the role for key Annexins in prostate cancer (PCa) is unclear. Multiple databases were applied to analyze the expression, prognostic value and clinical features of Annexins (ANXAs) in PCa. The co-expressed genes of ANXA6 were identified. In addition, multiple types of assays were used to validate ANXA6 function in vitro and in vivo of PCa. ANXA2, ANXA6 and ANXA8 were markedly downregulated in PCa. Upregulation of ANXA6 was significantly associated with overall survival in patients with PCa. Enrichment analysis indicated that ANXA6 and their co-expressed genes were involved in tumor progression. Overexpression of ANXA6 could inhibit proliferation, migration and invasion of PC-3 cells. ANXA6 could also inhibit tumor growth in vivo. ANXA6 could promote chemotaxis of CD4+T cells and CD8+T cells to PC-3 cells. Overexpression of ANXA6 in PC-3 cells could promote macrophages polarized into M1 macrophages in the supernatant of PCa cells. The expression of ANXA6 was notably correlated with immune infiltrating cells in vivo. In summary, ANXA6 could be regarded as a potential prognostic biomarker in PCa and play a key role in regulating immune cell infiltration and malignant progression to PCa.