Autophagy has an important association with tumorigenesis, progression, and prognosis. However, the mechanism of autophagy-regulated genes on the risk prognosis of bladder cancer (BC) patients has not been fully elucidated yet. In this study, we created a prognostic model of BC risk based on autophagy-related genes, which further illustrates the value of genes associated with autophagy in the treatment of BC. We first downloaded human autophagy-associated genes and BC datasets from Human Autophagy Database and The Cancer Genome Atlas (TCGA) database, and finally obtained differential prognosis-associated genes for autophagy by univariate regression analysis and differential analysis of cancer versus normal tissues. Subsequently, we downloaded two datasets from Gene Expression Omnibus (GEO), GSE31684 and GSE15307, to expand the total number of samples. Based on these genes, we distinguished the molecular subtypes (C1, C2) and gene classes (A, B) of BC by consistent clustering analysis. Using the genes merged from TCGA and the two GEO datasets, we conducted least absolute shrinkage and selection operator (LASSO) and multivariate Cox regression analysis to obtain risk genes and construct autophagy-related risk prediction models. The accuracy of this risk prediction model was assessed by receiver operating characteristic (ROC) and calibration curves, and then nomograms were constructed to predict the survival of bladder cancer patients at 1, 3, and 5 years, respectively. According to the median value of the risk score, we divided BC samples into the high- and low-risk groups. Kaplan-Meier (K-M) survival analysis was performed to compare survival differences between subgroups. Then, we used single sample gene set enrichment analysis (ssGSEA) for immune cell infiltration abundance, immune checkpoint genes, immunotherapy response, gene ontology (GO) and Kyoto encyclopedia of genes and genomes (KEGG) pathway analysis, and tumor mutation burden (TMB) analysis for different subgroups. We also applied quantitative real-time polymerase chain reaction (PCR) and immunohistochemistry (IHC) techniques to verify the expression of these six genes in the model. Finally, we chose the IMvigor210 dataset for external validation. Six risk genes associated with autophagy (SPOCD1, FKBP10, NAT8B, LDLR, STMN3, and ANXA2) were finally screened by LASSO regression algorithm and multivariate Cox regression analysis. ROC and calibration curves showed that the model established was accurate and reliable. Univariate and multivariate regression analyses were used to verify that the risk model was an independent predictor. K-M survival analysis indicated that patients in the high-risk group had significantly worse overall survival than those in the low-risk group. Analysis by algorithms such as correlation analysis, gene set variation analysis (GSVA), and ssGSEA showed that differences in immune microenvironment, enrichment of multiple biologically active pathways, TMB, immune checkpoint genes, and human leukocyte antigens (HLAs) were observed in the different risk groups. Then, we constructed nomograms that predicted the 1-, 3-, and 5-year survival rates of different BC patients. In addition, we screened nine sensitive chemotherapeutic drugs using the correlation between the obtained expression status of risk genes and drug sensitivity results. Finally, the external dataset IMvigor210 verified that the model is reliable and efficient. We established an autophagy-related risk prognostic model that is accurate and reliable, which lays the foundation for future personalized treatment of bladder cancer.