Transcription factor EB (TFEB) mainly regulates the autophagy-lysosomal pathway, associated with many diseases, including cancer. However, the role of TFEB in pan-cancer has not been investigated systematically. In this study, we comprehensively analyzed TFEB targets under three stresses in Hela cells by cross-validation of RNA-seq and ChIP-seq. 1712 novel TFEB targets have not been reported in the Gene Set Enrichment Analysis and ChIP Enrichment Analysis databases. We further investigated their distributions and roles among the pan-cancer co-expression networks across 32 cancers constructed by multiscale embedded gene co-expression network analysis (MEGENA) based on the Cancer Genome Atlas (TCGA) cohort. Specifically, TFEB might serve as a hidden player with multifaceted functions in regulating pan-cancer risk factors, e.g. CXCL2, PKMYT1 and BUB1, associated with cell cycle and immunosuppression. TFEB might also regulate protective factors, e.g. CD79A, related to immune promotion in the tumor microenvironment. We further developed a Shiny app website to present the comprehensive regulatory targets of TFEB under various stimuli, intending to support further research on TFEB functions. Summarily, we provided references for the TFEB downstream targets responding to three stresses and the dual roles of TFEB and its targets in pan-cancer, which are promising anticancer targets that warrant further exploration.