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Treatment with neoadjuvant cisplatin-based chemotherapy followed by radical cystectomy is the default treatment for muscle-invasive bladder cancer (BC). However, with the encouraging results of immune checkpoint inhibitiors (ICI) directed against PD-1/PD-L1 and CTLA-4 in recent years, the treatment landscape of BC is rapidly changing. In addition, it is becoming clear that the effect of ICI is highly dependent on the interaction between tumor cells and the tumor immune micro-environment (TIME). Different immune cells are involved in an anti-tumor response in BC. Cytotoxic CD8+ T-cells are the main effector cells, aided by other immune cells including other T-cells, B-cells and pro-inflammatory macrophages. As part of the ongoing anti-tumor immune response, lymphocytes aggregate in clusters called tertiary lymphoid structures (TLS). Tumor mutational burden (TMB) and infiltration of immune cells into the tumor are both important factors for establishing an anti-tumor immune response. In contrast, transforming growth factor beta (TGF-β) signaling in cancer-associated fibroblasts (CAFs) prevents infiltration of lymphocytes and potentially has an immunosuppressive effect. In conclusion, the effect of ICI seems to be reliant on a combination of tumor-intrinsic and TIME-related parameters. More research is needed to fully understand the underlying biological mechanisms to further improve patient care.