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Background: Bladder cancer is the second most common malignant tumor in the urogenital system. The research investigated the prognostic role of immune‐related long non‐coding RNA (lncRNA) in bladder cancer. Methods: We extracted 411 bladder cancer samples from The Cancer Genome Atlas database. Single‐sample gene set enrichment analysis was employed to assess the immune cell infiltration of these samples. We recognized differentially expressed lncRNAs between tumors and paracancerous tissues, and differentially expressed lncRNAs between the high and low immune cell infiltration groups. Venn diagram analysis detected differentially expressed lncRNAs that intersected the above groups. LncRNAs with prognostic significance were identified by regression analysis. Multivariate Cox analysis was used to establish the risk score model. Then we established and evaluated the nomogram. Additionally, we performed gene set enrichment analysis to explore the potential functions of the screened lncRNAs in tumor pathogenesis. Results: Three hundred and twenty differentially expressed lncRNAs were recognized. We randomly divided patients into the training data set and the testing data set at a 2: 1 ratio. In the training data set, 9 immune‐related lncRNAs with prognostic significance were identified. The risk score model was constructed to classify patients as high‐ and low‐risk cohorts. Patients in the low‐risk cohort had better survival outcomes than those in the high‐risk cohort. The nomogram was established based on the indicators including age, gender, tumor‐node‐metastases stage, and risk score. The model's predictive performance was confirmed by the receiver operating characteristic curve analysis, concordance index method, calibration curve, and decision curve analysis. The testing data set also achieved similar results. Bioinformatics analysis suggested that the 9‐lncRNA signature was involved in the modulation of various immune responses, antigen processing and presentation, and T cell receptor signaling pathway. Conclusions: Our study uncovered the prognostic value of immune‐related lncRNAs for bladder cancer and showed that they may regulate tumor pathogenesis in various ways. [ABSTRACT FROM AUTHOR]