Emerging evidence demonstrates that competing endogenous RNA (ceRNA) hypothesis has played a role in molecular biological mechanisms of cancer occurrence and development. But the effect of ceRNA network in bladder cancer (BC), especially lncRNA-miRNA-mRNA regulatory network of BC, was not completely expounded. By means of The Cancer Genome Atlas (TCGA) database, we compared the expression of RNA sequencing (RNA-Seq) data between 19 normal bladder tissue and 414 primary bladder tumours. Then, weighted gene co-expression network analysis (WGCNA) was conducted to analyse the correlation between two sets of genes with traits. Interactions between miRNAs, lncRNAs and target mRNAs were predicted by MiRcode, miRDB, starBase, miRTarBase and TargetScan. Next, by univariate Cox regression and LASSO regression analysis, the 86 mRNAs obtained by prediction were used to construct a prognostic model which contained 4 mRNAs (ACTC1 + FAM129A + OSBPL10 + EPHA2). Then, by the 4 mRNAs in the prognostic model, a ceRNA regulatory network with 48 lncRNAs, 14 miRNAs and 4 mRNAs was constructed. To sum up, the ceRNA network can further explore gene regulation and predict the prognosis of BC patients.