Abnormal expression and dysfunction of Annexins (ANXA1-11, 13) have been widely found in several types of cancer. However, the expression pattern and prognostic value of Annexins in bladder cancer (BC) are currently still unknown. In this study, survival analysis by our in-house OSblca web server revealed that high ANXA1/2/3/5/6 expression was significantly associated with poor overall survival (OS) in BC patients, while higher ANXA11 was associated with increased OS. Through Oncomine and GEPIA2 database analysis, we found that ANXA2/3/4/13 were up-regulated, whereas ANXA1/5/6 were down-regulated in BC compared with normal bladder tissues. Further LASSO analysis built an Annexin-Related Prognostic Signature (ARPS, including four members ANXA1/5/6/10) in the TCGA BC cohort and validated it in three independent GEO BC cohorts (GSE31684, GSE32548, GSE48075). Multivariate COX analysis demonstrated that ARPS is an independent prognostic signature for BC. Moreover, GSEA results showed that immune-related pathways, such as epithelial–mesenchymal transition and IL6/JAK/STAT3 signaling were enriched in the high ARPS risk groups, while the low ARPS risk group mainly regulated metabolism-related processes, such as adipogenesis and bile acid metabolism. In conclusion, our study comprehensively analyzed the mRNA expression and prognosis of Annexin family members in BC, constructed an Annexin-related prognostic signature using LASSO and COX regression, and validated it in four independent BC cohorts, which might help to improve clinical outcomes of BC patients, offer insights into the underlying molecular mechanisms of BC development and suggest potential therapeutic targets for BC.