Background: Acute myocardial infarction (AMI) is a common cardiovascular disease that has a high mortality. Pyroptosis is a programmed cell death mediated by inflammasome. It remains to be clarified on the expression pattern and risk predictive role of pyroptosis-related genes in AMI. Methods: The gene expression data were extracted from the Gene Expression Omnibus (GEO), and pyroptosis-related genes were obtained from published articles. Pyroptosis-related differential expressed genes were selected between normal and AMI samples and then we explored their immune infiltration level using CIBERSORT. Univariate Cox and LASSO regression were applied to establish a classifier based on pyroptosis-related genes. ROC analysis was utilized to evaluate the classifier. Results: In this study, we obtained 20 pyroptosis-related genes which showed differential expression in AMI and normal samples. Among the differential expressed genes, GZMB was significantly positively associated with activated NK cells (R = 0.71, p 0.01), while NLRP3 exhibited a negative correlation with resting NK cells (R = –0.66, p 0.01). 9 genes (NLRP9, GSDMD, CASP8, AIM2, GPX4, NOD1, NOD2, SCAF11, GSDME) were eventually identified as a predictive risk classifier for AMI patients. With the classifier, patients at high and low risk could be discriminated. Further external validation showed the high accuracy of the classifier (AUC = 0.75). Conclusions: Pyroptosis-related genes are closely related to immune infiltration in AMI, and a 9-gene classifier has good performance in predicting the risk of AMI with high accuracy, which could provide a new way for targeted treatment in AMI.