Autophagy maintains cellular homeostasis by degrading and recycling cytoplasmic components under stress conditions, which is identified to be involved in tumorigenesis and now has been recognized as novel target in cancer treatment. In present study, we gathered total autophagy-related genes and established an autophagy-related genes signature (ATGRS) through LASSO cox regression analysis in BLCA. Kaplan-Meier survival and multivariate cox regression analyses both showed the ATGRS was a robust independent prognostic factor with high accuracy. Subsequently, integrated analyses indicated that ATGRS had a strong correlation with molecular subtypes, clinicopathological characteristics and somatic mutation alteration. Moreover, ATGRS was found to be positively correlated with the infiltration of immune cells in tumour microenvironment (TME) and immune checkpoint expression, indicating the potent role of autophagy by regulating the TME. In addition, ATGRS was proved to be efficient in predicting the clinical benefit of immune checkpoint inhibitors (ICIs) based immunotherapy and chemotherapy in BLCA. Furthermore, we observed abnormal expression levels of autophagy-related genes and found the different behaviour of ATGRS in pancancer by LASSO cox regression analysis. Therefore, construction of ATGRS in BLCA could help us to interpret the underlying mechanism of autophagy and sheds a light on the clinical application for a combination of autophagy modification with targeted immunotherapy and chemotherapy in BLCA.