Background: GNG4, a member of the G-protein γ family, is a marker of poor overall survival (OS) rates in some malignancies. However, the potential role of GNG4 in bladder cancer (BLCA) is unknown. It is also unclear whether GNG4 may be utilized as a marker to guide chemotherapy or immunotherapy. Methods: Single-cell RNA sequencing data were used to explore the expression of GNG4 in tumor microenvironment of BLCA. Bulk RNA sequencing data from TCGA were used to evaluate the relationship between GNG4 expression and biological features, such as immune cell infiltrations and gene mutations. The associations between GNG4 expression and survival in BLCA patients under or not under immunotherapy were evaluated using seven BLCA cohorts. Results: GNG4 was specifically expressed in exhausted CD4+ T cells. And the high expression of the GNG4 was associated with high level of immune cell infiltration. The high-GNG4-expression group displayed a better response to immunotherapy, whereas patients in the low-GNG4-expression group often benefited from chemotherapy. Moreover, the high-GNG4 group was more similar to the basal group, whereas the low-GNG4 group was similar to the luminal group. Conclusions: GNG4 may be a potential biomarker for the prediction of the response to therapy in BLCA. Higher GNG4 expression can be used as a predictor of response to immunotherapy, and lower GNG4 expression can be used as a predictor of response to chemotherapy.