A comprehensive understanding of the tumour immune microenvironment (TIME) is essential for advancing precision medicine and identifying potential therapeutic targets. This study focused on canine urothelial carcinoma (cUC) recognised for its high sensitivity to cyclooxygenase (COX) inhibitors. Using immunohistochemical techniques, we quantified the infiltration of seven immune cell populations within cUC tumour tissue to identify clinicopathological features that characterise the TIME in cUC. Our results revealed several notable factors, including the significantly higher levels of CD3+ T cells and CD8+ T cells within tumour cell nests in cases treated with preoperative COX inhibitors compared to untreated cases. Based on the immunohistochemistry data, we further performed a comparative analysis using publicly available RNA‐seq data from untreated cUC tissues (n = 29) and normal bladder tissues (n = 4) to explore the link between COX–prostanoid pathways and the immune response to tumours. We observed increased expression of COX‐2, microsomal prostaglandin E2 synthase‐1 (mPGES‐1) and mPGES‐2 in cUC tissues. However, only mPGES‐2 showed a negative correlation with the cytotoxic T‐cell (CTL)–related genes CD8A and granzyme B (GZMB). In addition, a broader analysis of solid tumours using The Cancer Genome Atlas (TCGA) database revealed similar patterns in several human tumours, suggesting a common mechanism in dogs and humans. Our results suggest that the COX‐2/mPGES‐2 pathway may act as a cross‐species tumour‐intrinsic factor that weakens anti‐tumour immunity, and that COX inhibitors may convert TIME from a ‘cold tumour’ to a ‘hot tumour’ state by counteracting COX/mPGES‐2–mediated immunosuppression.