Guanylate binding protein 2 (GBP2) could bind to guanine nucleotides (GMP, GDP, and GTP) and exhibits antiviral activity against influenza virus through the innate immune response. Some researchers have demonstrated that the value of GBP2 in predicting the prognosis of multiple cancers and the complex correlation with immune response. However, the correlation of GBP2 to prognosis and immune cell infiltration level were unknown in skin cutaneous melanoma (SKCM). The GBP2 expression in multiple cancers were evaluated through Tumor Immune Estimation Resource (TIMER) and Oncomine. We also evaluated the influence of GBP2 on overall survival in multiple caners through GEPIA, TIMER, and tissue microarray. The correlation between GBP2 expression level and immune cell or gene markers of immune infiltration level was explored on TIMER and GEPIA. Gene set enrichment analysis was performed using the TCGA dataset. The GBP2 expression level represented a significant reduction and the GBP2 expression was lower compared with the SKCM-Metastasis with P <0.01. Lower GBP2 expression was significantly correlated with the poor overall survival of SKCM patients. Simultaneously, higher GBP2 expression predicted the better SKCM-free survival with P =0.019. GBP2 expression was positively correlated with the infiltration cells of B-cell, CD8 + T-cell, CD4 + T-cell, macrophage, neutrophil, and dendritic cell in SKCM. And there was a significant negative correlation between the expression of GBP2 and DNA methylation in the cBioPortal database ( P =3.39e−42). Gene set enrichment analysis revealed that GBP2 was closely correlated with multiple pathways of immune response in cancer. In conclusion, Lower expression of GBP2 associated with less immune cell infiltration and poor prognosis in SKCM and the high promoter methylation of GBP2 represented a promising biomarker for poor prognostication in SKCM.