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Objectives: This study aimed to establish a neural‐related gene risk score (NRGRS) for the prediction of head and neck squamous cell carcinoma prognosis and explore its predictive value on the benefit of immune checkpoint inhibitor therapy. Methods: Based on the transcriptome data of HNSCC patients (n = 546) from The Cancer Genome Atlas database, 37 neural‐related hub genes were identified by weighted gene co‐expression network analysis. Four genes (ITGA5, PYGM, GNG7 and ATP2A3) were identified to construct NRGRS using Lasso‐Cox regression method based on the derivation cohort and validated in the Gene Expression Omnibus cohort (n = 109). The survival analysis was performed to validate the prognostic value of NRGRS and immune characteristics in NRGRS‐defined subgroups were analyzed. Results: NRGRS‐high patients had a worse overall survival than NRGRS‐low patients. Tumors with high NRGRS were more likely to have high infiltration of naive CD4+ T cells, M0, M2 macrophages and resting mast cells, which illustrated suppressive immunity and less benefit from immunotherapy therapy. Conclusion: NRGRS strongly correlates with survival and is a promising biomarker to predict immunotherapy benefits for head and neck cancer patients. This study provides evidence for the potential correlation between neural‐related transcriptome alteration and immune activity. [ABSTRACT FROM AUTHOR]