With the increasing incidence of colorectal cancer (CRC) and continued difficulty in treating it using immunotherapy, there is an urgent need to identify an effective immune-related biomarker associated with the survival and prognosis of patients with this disease. DNA methylation plays an essential role in maintaining cellular function, and changes in methylation patterns may contribute to the development of autoimmunity, aging, and cancer. In this study, we aimed to identify a novel immune-related methylated signature to aid in predicting the prognosis of patients with CRC. We investigated DNA methylation patterns in patients with stage II/III CRC using datasets from The cancer genome atlas (TCGA). Overall, 182 patients were randomly divided into training (n = 127) and test groups (n = 55). In the training group, five immune-related methylated CG sites (cg11621464, cg13565656, cg18976437, cg20505223, and cg20528583) were identified, and CG site-based risk scores were calculated using univariate Cox proportional hazards regression in patients with stage II/III CRC. Multivariate Cox regression analysis indicated that methylated signature was independent of other clinical parameters. The Kaplan-Meier analysis results showed that CG site-based risk scores could significantly help distinguish between high- and low-risk patients in both the training (P = 0.000296) and test groups (P = 0.022). The area under the receiver operating characteristic curve in the training and test groups were estimated to be 0.771 and 0.724, respectively, for prognosis prediction. Finally, stratified analysis results suggested the remarkable prognostic value of CG site-based risk scores in CRC subtypes. We identified five methylated CG sites that could be used as an efficient overall survival (OS)-related biomarker for stage II/III CRC patients.