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Objective To explore the potential prognostic role and value of autophagy-related lncRNA risk prediction signature in patients with bladder cancer. Methods The transcriptome data and corresponding clinical data of patients with bladder cancer were obtained from the Cancer Genome Atlas (TCGA) database. Four hundreds and two bladder cancer samples were randomly divided into training set and verification set according to the ratio of 3 ∶1 by R software. Autophagy-related lncRNA, was screened by Pearson correlation analysis, and autophagy-related lncRNA prognostic signature was constructed by univariate and multivariate Cox regression analyses. The accuracy of the signature was evaluated by drawing ROC curve. The sample risk score was further calculated, and the relationship of the sample risk score with clinical characteristics and survival prognosis was analyzed. In addition, the ability of the signature to predict the prognosis of patients with bladder cancer was evaluated by constructing a nomogram. Finally, the possible enriched Kyoto Encyclopedia of Genes and Genomes (KEGG) pathway analysis in different risk groups were analyzed by gene set enrichment analysis (GSEA). Finally, the expression of high-risk lncRNA was verified in the signature by RT-qPCR. Results An 8-autophagy-related lncRNA signature was successfully constructed. In the training set, validation set and whole set, the AUC values of the ROC curve of the prognostic signature were all greater than 0.75. The risk score of the signature was related to age, American Joint Committee on Cancer (AJCC) stage and T stage of the patients (P < 0.05), but not to their gender. The nomogram established by integrating clinical variables and risk scores confirmed that the signature had a good ability to predict prognosis. GSEA showed that some tumor and autophagy-related pathways were enriched in the high-risk group, while immune-related pathways were enriched in the low-risk group. lncRNA AC005229.4 was highly expressed in bladder cancer cell lines. Conclusion An 8-autophagy-related lncRNA signature is effective in the prognostic prediction of patients with bladder can