Pyroptosis has profound impacts on tumor cell proliferation, invasion, and metastasis and is of great clinical significance for different cancers. However, the role of pyroptosis in the progression and prognosis of muscle invasive bladder cancer (MIBC) remains poorly characterized. Here, we collected multicenter MIBC data and performed integrated analysis to dissect the role of pyroptosis in MIBC and provide an optimized treatment for this disease. Based on transcriptomic data, we developed a novel prognostic model named the pyroptosis-related gene score (PRGScore), which summarizes immunological features, genomic alterations, and clinical characteristics associated with the pyroptosis phenotype. Samples with high PRGScore showed enhancement in CD8 T cell effector function, antigen processing machinery and immune checkpoint and better response to immunotherapy by programmed cell death 1 (PD-1) and programmed cell death ligand 1 (PD-L1) inhibitors, which indicates that PRGScore is a valuable signature in the identification of populations sensitive to immune checkpoint inhibitors. Collectively, our study provides insights into further research targeting pyroptosis and its tumor immune microenvironment (TME) and offers an opportunity to optimize the treatment of MIBC.