The standard treatment for high-risk non-muscle invasive bladder cancer (BC) is the intravesical administration of live Mycobacterium bovis BCG. Previous studies suggest improving this therapy by implementing non-pathogenic mycobacteria, such as Mycobacterium brumae, and/or different vehicles for mycobacteria delivery, such as an olive oil (OO)-in-water emulsion. While it has been established that BCG treatment activates the immune system, the immune effects of altering the mycobacterium and/or the preparation remain unknown. In an orthotopic murine BC model, local immune responses were assessed by measuring immune cells into the bladder and macromolecules in the urine by flow cytometry and multiplexing, respectively. Systemic immune responses were analyzed by quantifying sera anti-mycobacteria antibody levels and recall responses of ex vivo splenocytes cultured with mycobacteria antigens. In both BCG- and M. brumae-treated mice, T, NK, and NKT cell infiltration in the bladder was significantly increased. Notably, T cell infiltration was enhanced in OO-in-water emulsified mycobacteria-treated mice, and urine IL-6 and KC concentrations were elevated. Furthermore, mycobacteria treatment augmented IgG antibody production and splenocyte proliferation, especially in mice receiving OO-in-water emulsified mycobacteria. Our data demonstrate that intravesical mycobacterial treatment triggers local and systemic immune responses, which are most significant when OO-in-water emulsified mycobacteria are used.