Background: Coronary heart disease is a highly prevalent inflammatory disease caused by coronary atherosclerosis. Numerous studies have revealed that perivascular adipose tissue is closely associated with atherosclerosis. Here, we conducted a comprehensive analysis of long non-coding RNAs and mRNAs differentially expressed in perivascular adipose tissue in patients with coronary heart disease. Methods: We conducted Gene Ontology term and Kyoto Encyclopedia of Genes and Genomes pathway enrichment analyses of the differentially expressed genes. Furthermore, single sample gene set enrichment analysis, immune infiltration analysis, and co-expression analysis of differentially expressed long non-coding RNAs and immune gene sets were performed. Finally, the starBase and miRTarBase databases were used to construct a competing endogenous RNA network. Results: The results show that aortic perivascular adipose tissue has higher inflammation and immune infiltration levels in patients with coronary heart disease. Dysregulated long non-coding RNAs may be related to immunity, inflammation, and hypoxia. Conclusions: The findings of this study provide new insights into atherosclerosis and coronary heart disease.