Background: Studies have demonstrated the significance of multiple biomarkers for bladder cancer. Here, we attempt to present biomarkers potentially predictive of the prognosis and immunotherapy response of muscle-invasive bladder cancer (MIBC). Method: Immune and stromal scores were calculated for MIBC patients from The Cancer Genome Atlas (TCGA). Core differential expression genes (DEGs) with prognostic value were identified and validated using an independent dataset GSE31684. The clinical implications of prognostic genes and the inter-gene correlation were presented. The distribution of tumor-infiltrating immune cells (TICs), the correlation with tumor mutation burden (TMB), and the expression of eight immune checkpoint-relevant genes and CD39 were accordingly compared. Two bladder cancer cohorts (GSE176307 and IMvigor210) receiving immunotherapy were recruited to validate the prognostic value of LCK and CD3E for immunotherapy. Results: 361 MIBC samples from TCGA revealed a worse overall survival for higher stromal infiltration (p = 0.009) but a better overall survival for higher immune infiltration (p = 0.042). CD3E and LCK were independently validated by TCGA and GSE31684 to be prognostic for MIBC. CD3E was the most correlative gene of LCK, with a coefficient of r = 0.86 (p < 0.001). CD8+ T cells and macrophage M1 are more abundant in favor of a higher expression of CD3E and LCK in MIBC and across pan-cancers. Immune checkpoints like CTLA4, CD274 (PD-1), and PDCD1 (PD-L1) were highly expressed in high-CD3E and high-LCK groups for MIBC and also for pan-cancers, except for thymoma. LCK and CD3E had a moderate positive correlation with CD39 expression. Importantly, high-LCK and high-CD3E groups had a higher percentage of responders than the low-expression groups both in GSE176307 (LCK: 22.73vs. 13.64%, CD3E: 22.00 vs. 13.16%) and IMvigor210 cohorts (LCK: 28.19 vs. 17.45%, CD3E: 25.50 vs. 20.13%). Conclusion: CD3E and LCK were potential biomarkers of MIBC. CD3E and LCK were positively correlated with several regular immunotherapy biomarkers, which is supported by real-world outcomes from two immunotherapy cohorts.Copyright © 2021 Zheng, Liao, Nie, Lin, Xu, Yang, Shen, Qiu, Ai and Wei.