Long non-coding RNAs (lncRNAs) play an important regulatory role in gene transcription and post-transcriptional modification, and lncRNA regulatory dysfunction leads to a variety of complex human diseases. Hence, it might be beneficial to detect the underlying biological pathways and functional categories of genes that encode lncRNA. This can be carried out by using gene set enrichment analysis, which is a pervasive bioinformatic technique that has been widely used. However, accurately performing gene set enrichment analysis of lncRNAs remains a challenge. Most conventional enrichment analysis methods have not exhaustively included the rich association information among genes, which usually affects the regulatory functions of genes. Here, we developed a novel tool for lncRNA set enrichment analysis (TLSEA) to improve the accuracy of the gene functional enrichment analysis, which extracted the low-dimensional vectors of lncRNAs in two functional annotation networks with the graph representation learning method. A novel lncRNA–lncRNA association network was constructed by merging lncRNA-related heterogeneous information obtained from multiple sources with the different lncRNA-related similarity networks. In addition, the random walk with restart method was adopted to effectively expand the lncRNAs submitted by users according to the lncRNA–lncRNA association network of TLSEA. In addition, a case study of breast cancer was performed, which demonstrated that TLSEA could detect breast cancer more accurately than conventional tools. The TLSEA can be accessed freely athttp://www.lirmed.com:5003/tlsea.