Long non-coding RNAs (LncRNAs) can act as competing endogenous RNA (ceRNA) involving in tumor initiation and progression. Nevertheless, the prognostic roles of lncRNAs in lncRNA-related ceRNA network of melanoma remain elusive. In this study, RNA sequence profiles were downloaded from The Cancer Genome Atlas (TCGA) database, and there were 2020 differentially expressed messenger RNAs (DEmRNAs), 438 differentially expressed lncRNAs (DElncRNAs) and 65 differentially expressed microRNAs (DEmiRNAs) between primary and metastasis melanoma patients. A ceRNA regulatory network was constructed based on the DElncRNAs-DEmiRNAs and DEmiRNAs-DEmRNAs interactions, which contained 39 lncRNAs, 10 miRNAs, and 16 mRNAs. Furthermore, univariate and multivariate Cox regression analysis were carried out to establish a 7-lncRNA prognostic signature. Subsequently, the area under the curve (AUC) value of the receiver operating characteristic (ROC) curve and the Kaplan-Meier risk survival analysis revealed the significant performance of this signature. Finally, pathway enrichment analyses implied that lncRNA MIR205HG and MIAT were associated with multiple cancer-related pathways, especially epidermis development and immune response. The current study provides novel insights into the lncRNA-related ceRNA network and the potential of lncRNAs to be candidate prognostic biomarkers and therapeutic targets in melanoma.