Lung cancer is one of the leading causes of death worldwide. Cell death pathways such as autophagy, apoptosis, and necrosis can provide useful clinical and immunological insights that can assist in the design of personalized therapeutics. In this study, variations in the expression of genes involved in cell death pathways and resulting infiltration of immune cells were explored in lung adenocarcinoma (The Cancer Genome Atlas: TCGA, lung adenocarcinoma (LUAD), 510 patients). Firstly, genes involved in autophagy (n = 34 genes), apoptosis (n = 66 genes), and necrosis (n = 32 genes) were analyzed to assess the prognostic significance in lung cancer. The significant genes were used to develop the cell death index (CDI) of 21 genes which clustered patients based on high risk (high CDI) and low risk (low CDI). The survival analysis using the Kaplan-Meier curve differentiated patients based on overall survival (40.4 months vs. 76.2 months), progression-free survival (26.2 months vs. 48.6 months), and disease-free survival (62.2 months vs. 158.2 months) (Log-rank test, p < 0.01). Cox proportional hazard model significantly associated patients in high CDI group with a higher risk of mortality (Hazard Ratio: H.R 1.75, 95% CI: 1.28-2.45, p < 0.001). Differential gene expression analysis using principal component analysis (PCA) identified genes with the highest fold change forming distinct clusters. To analyze the immune parameters in two risk groups, cytokines expression (n = 265 genes) analysis revealed the highest association of IL-15RA and IL 15 (> 1.5-fold, p < 0.01) with the high-risk group. The microenvironment cell-population (MCP)-counter algorithm identified the higher infiltration of CD8+ T cells, macrophages, and lower infiltration of neutrophils with the high-risk group. Interestingly, this group also showed a higher expression of immune checkpoint molecules CD-274 (PD-L1), CTLA-4, and T cell exhaustion genes (HAVCR2, TIGIT, LAG3, PDCD1, CXCL13, and LYN) (p < 0.01). Furthermore, functional enrichment analysis identified significant perturbations in immune pathways in the higher risk group. This study highlights the presence of an immunocompromised microenvironment indicated by the higher infiltration of cytotoxic T cells along with the presence of checkpoint molecules and T cell exhaustion genes. These patients at higher risk might be more suitable to benefit from PD-L1 blockade or other checkpoint blockade immunotherapies.