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Background: Colorectal cancer (CRC) is a heterogeneous disease with a multitude of somatic mutations defining its genomic instability. Alternative Splicing (AS) events, the new cancer biomarkers, are essential for maintaining genomic instability. However, the role of genomic instability-related AS events in CRC has not been investigated. Methods: From The Cancer Genome Atlas (TCGA) program, we obtained the splicing profiles, the single nucleotide polymorphism (SNP), transcriptomics, and clinical information of CRC. Combining somatic mutation and AS events data, a genomic instability-related AS signature was constructed for CRC. We then used mutations analyses, clinical stratification analyses, and multivariate Cox regression analyses to evaluate this signature. Subsequently, we validated this prognostic signature using a test set and the entire TCGA dataset. We then constructed a nomogram for the prognosis prediction of CRC patients. Differentially infiltrating immune cells were screened by using CIBERSORT. The AS events-related splicing factors were analyzed by Pearson’s correlation. Results: A prognostic consisting of seven AS events (PDHA1-88633-ES, KIAA1522-1632-AP, TATDN1-85088-ES, PRMT1-51042-ES, VEZT-23786-ES, AIG1-77972-AT, and PHF11-25891-AP) was constructed. Patients in high-risk score group showed the higher somatic mutation and UBQLN4. Genomic instability risk score was an independent variable associated with overall survival, with a hazard ratio of a risk score of 1.537. The area under the curve of receiver operator characteristic curve of genomic instability risk score in predicting the overall survival of CRC patients was 0.733. Furthermore, a nomogram was established and could be used clinically to stratify patients to predict prognosis. Patients defined to be high-risk group by this signature showed a lower proportion of eosinophils compared with the low-risk group. Additionally, HSPA1A and FAM50B were two splicing factors associated with survival. Conclusions: We constructed an ideal prognostic signature reflecting the genomic instability and predicting the overall survival of CRC patients. Two splicing factors (HSPA1A and FAM50B) and seven AS gene events (PDHA1-88633-ES, KIAA1522-1632-AP, TATDN1-85088-ES, PRMT1-51042-ES, VEZT-23786-ES, AIG1-77972-AT, and PHF11-25891-AP) may be potential targets for CRC therapy.