Carboxypeptidase A4 (CPA4) has shown the potential possibility as a biomarker in the early diagnosis for certain cancers. However, no previous research has linked CPA4 to therapeutic or prognostic significance in bladder cancer. Using data from The Cancer Genome Atlas (TCGA) database, we set out to determine the full extent of the link between CPA4 and BLCA. We further analyzed the interacting proteins of CPA4 and infiltrated immune cells via TIMER2，STRING and GEPIA2 databases. The expression of CPA4 in tumor and normal tissues was compared using the TCGA+GETx database. The connection between CPA44 expression and clinicopathologic characteristics and overall survival (OS) was investigated using multivariate methods and Kaplan-Meier survival curves. The potential functions and pathways were investigated via gene set enrichment analysis. Furthermore, we analyze the associations between CPA4 expression and infiltrated immune cells with their respective gene marker sets using the ssGSEA, TIMER2, and GEPIA2 databases. Compared to matching normal tissues, human CPA4 was found to be substantially expressed. We confirmed that overexpression of CPA4 is linked with shorter OS, DSF, PFI, and increased diagnostic potential using Kaplan-Meier and ROC analysis. The expression of CPA4 is related to T-bet, IL12RB2, CTLA4, and LAG3, among which T-bet and IL12RB2 are Th1 marker genes, while CTLA4 and LAG3 are related to T cell exhaustion, which may be used to guide the application of checkpoint blockade and the adoption of T cell transfer therapy.