Background: Ferroptosis, an iron-dependent form of cell death, plays a crucial role in the progression of various cancers, including colon adenocarcinoma (COAD). However, the multi-omics signatures relevant to ferroptosis regulation in COAD diagnosis remain to be elucidated. Methods: The transcriptomic, miRNAomic, and methylomic profiles of COAD patients were acquired from the Cancer Genome Atlas (TCGA). Ferroptosis activity in these patients was determined, represented by a ferroptosis score (FS), using single-sample gene set enrichment analysis (ssGSEA) based on the expression of ferroptosis-related genes. Results: Results showed that the COAD patients with high-FS displayed favorable survival outcomes and heightened drug sensitivity. They also exhibited an up-regulation of genes involved in immune-related pathways (e.g., tumor necrosis factor signaling pathway), suggesting a correlation between immunity and ferroptosis in COAD progression. Furthermore, three survival prediction models were established based on 10 CpGs, 12 long non-coding RNAs (lncRNAs), and 14 microRNAs (miRNAs), respectively. These models demonstrated high accuracy in predicting COAD survival, achieving areas under the curve (AUC) >0.7. The variables used in the three models also showed strong correlations at different omics levels and were effective at discriminating between high-FS and low-FS COAD patients (AUC >0.7). Conclusions: This study identified different DNA methylation (DNAm), lncRNA, and miRNA characteristics between COAD patients with high and low ferroptosis activity. Furthermore, ferroptosis-related multi-omics signatures were established for COAD prognosis and classification. These insights present new opportunities for improving the efficacy of COAD therapy.