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Introduction Bladder cancer (BC) is the fourth-commones cancer and the sixth-leading cause of cancer-related death among men. However, a lack of reliable biomarkers remains a problem forprognosis and treatment of BC. lncRNAs have been shown to play important roles in various cancers, and have emerged as promising biomarkers for cancer prognosis and treatment. Methods In this study, using univariate and multivariate Cox regression analysis, we examined the differential expression profiles of 1,651 lncRNAs in the TCGA BLCA cohort and created a prognostic gene signature composed of six lncRNAs (for SNHG12, MAFG-DT, ASMTL-AS1, LINC02321, LINC01322, and LINC00922), designed the SMALLL signature. Results The SMALLL signature displayed significant prognostic power for overall survival for BC patients in multiple cohorts. Gene Ontology analysis showed that genes coexpressed with the SMALLL signature were associated with the extracellular matrix network, and immune cell–infiltration analysis showed that activated naïve B cells, regulatory T cells, M0 macrophages, eosinophils, resting memory CD4 T cells and resting NK cells were significantly different in high- and low-risk groups. We also confirmed differential expression of the lncRNAs of the SMALLL signature in BC tissue and paracancer normal tissue by qRT-PCR analysis. Cell-invasion and -migration experiments showed that MAFG-AS1, ASMTL-AS1, LINC02321, and LINC00922 significantly affected cell invasion and migration. Conclusion Our study revealed that the lncRNA signature is an important predictive factor of prognosis and provides a promising biomarker for BC.