Although Bacillus Calmette-Guérin (BCG) is the most successful immunotherapy for high-risk non-muscle-invasive bladder cancer, approximately 30% of patients are unresponsive to treatment. New biomarkers are important to identify patients who will benefit most from BCG during a worldwide BCG shortage. Local immune cell subsets were measured on formalin-fixed, paraffin-embedded tissue sections of bladder cancer by immunohistochemistry, using monoclonal antibodies to tumor-associated macrophages (TAMs; CD68, CD163), B-lymphocytes (CD20) and T-lymphocyte subsets (CD3, CD4, CD8, GATA3, T-bet, FOXP3 and CD25). Cell densities in the lamina propria without invasion, at the invasive front if present, in the papillary tumor stroma, and in the neoplastic urothelium were calculated. Twenty-nine (72.5%) of 40 patients were classified as BCG responders after a mean follow-up of 35.3 months. A statistically significant association was observed for BCG failure with low density of CD4+ and GATA3+ T-cells, and increased expression of FOXP3+ and CD25+ regulatory T-cells (Tregs) as well as CD68+ and CD163+ TAMs. Survival analysis demonstrated prolonged recurrence-free survival (RFS) in patients with an increased count of CD4+ and GATA3+ T-cells. TAMs, Tregs and T-bet+ T-cells were inversely correlated with RFS. Thus, the tumor microenvironment seems to influence the therapeutic response to BCG, permitting an individualized treatment.