Background: Bladder cancer (BLCA) is one of the most common human cancers while its incidence is on the rise, especially in female. The tumor microenvironment (TME) acts a significant part in the development and progression of the tumor. We surveyed the expression profiles of BLCA in the Cancer Genome Atlas Program database and investigated genes that might affect the composition of tumor microenvironment (TME). We then analyzed the relationship between genes and tumor prognosis, looking for immune prognostic markers which might lead to new styles for the diagnosis and treatment of BLCA. Methods We got the RNA-seq data of BLCA from The Cancer Genome Atlas (TCGA); utilized the Estimation of Stromal and Immune Cells in the Malignant Tissues Expression (ESTIMATE) data algorithm to compute the immune and stromal score. The differentially expressed genes were performed to COX regression analysis and used to construct a protein-protein interaction (PPI) network. Results Intersection analysis demonstrated that Matrix Metalloproteinase-9 (MMP9) is the only crossover gene. We computed the percent of tumor infiltrating immune cells (TICs) in BLCA through the Cell-type Identification by Estimating Relative Subsets of RNA Transcripts (CIBERSORT) algorithm. The differences in the high and low expression group of MMP9 in TICs were established. The expression levels of MMP9 in each kind of TICs were then correlated. Via survival, clinical, and enrichment analyses, MMP9 was found to be an immune prognostic factor for BLCA and act a significant part in the tumor microenvironment. Ultimately, the correlation analysis between MMP9 and the immune checkpoint genes indicated that MMP9 can forecast the effect of immunotherapy on BLCA. Conclusion MMP9 is an immune prognostic marker gene. MMP9 is involved in regulating the immunological process of BLCA through multiple pathways and is closely related to PD-1 and CTLA4 immune targets. The expression of MMP9 may impact the prognosis of BLCA, indicating that it may be a prognostic-related marker of BLCA.