Ovarian cancer (OC) was the fifth leading cause of cancer death and the deadliest gynecological cancer in women. This was largely attributed to its late diagnosis, high therapeutic resistance, and a dearth of effective treatments. Clinical and preclinical studies have revealed that tumor-infiltrating CD8+T cells often lost their effector function, the dysfunctional state of CD8+T cells was known as exhaustion. Our objective was to identify genes associated with exhausted CD8+T cells (CD8TEXGs) and their prognostic significance in OC. We downloaded the RNA-seq and clinical data from the Cancer Genome Atlas (TCGA) and Gene Expression Omnibus (GEO) databases. CD8TEXGs were initially identified from single-cell RNA-seq (scRNA-seq) datasets, then univariate Cox regression, the least absolute shrinkage and selection operator (LASSO), and multivariate Cox regression were utilized to calculate risk score and to develop the CD8TEXGs risk signature. Kaplan-Meier analysis, univariate Cox regression, multivariate Cox regression, time-dependent receiver operating characteristics (ROC), nomogram, and calibration were conducted to verify and evaluate the risk signature. Gene set enrichment analyses (GSEA) in the risk groups were used to figure out the closely correlated pathways with the risk group. The role of risk score has been further explored in the homologous recombination repair deficiency (HRD), BRAC1/2 gene mutations and tumor mutation burden (TMB). A risk signature with 4 CD8TEXGs in OC was finally built in the TCGA database and further validated in large GEO cohorts. The signature also demonstrated broad applicability across various types of cancer in the pan-cancer analysis. The high-risk score was significantly associated with a worse prognosis and the risk score was proven to be an independent prognostic biomarker. The 1-, 3-, and 5-years ROC values, nomogram, calibration, and comparison with the previously published models confirmed the excellent prediction power of this model. The low-risk group patients tended to exhibit a higher HRD score, BRCA1/2 gene mutation ratio and TMB. The low-risk group patients were more sensitive to Poly-ADP-ribose polymerase inhibitors (PARPi). Our findings of the prognostic value of CD8TEXGs in prognosis and drug response provided valuable insights into the molecular mechanisms and clinical management of OC.