The adenylyl cyclase (ADCY) gene family encodes enzymes responsible for the synthesis of cyclic adenosine monophosphate (cAMP) from adenosine triphosphate (ATP), which comprises nine transmembrane isoforms (ADCYs 1-9). Although ADCYs correlate with intracellular signalling and tumorigenesis in different malignancies, their roles in bladder cancer remain unclear. Utilizing the bladder urothelial carcinoma (BLCA) dataset from The Cancer Genome Atlas (TCGA), we employed the R package 'limma' to identify differential genes. Subsequent correlation analysis with corresponding clinical data was conducted. Prognostic significance of ADCY family genes was assessed through survival analysis. Univariate and multivariate Cox regression determined ADCY2 as a potential independent risk factor for BLCA. Validation was performed using immunohistochemistry results from independent cohorts. Additionally, we delved into the mechanism of genetic variations, methylation modifications, and signalling pathways of ADCY family genes. Evaluation of their role in the immune microenvironment was achieved through R packages single-sample gene set enrichment analysis (ssGSEA), CIBERPORT, and ESTIMATE. Cases of bladder cancer were retrieved from TCGA, and the transcriptionally differentially expressed members of ADCY were identified (members 2, 4, and 5). Genomic alteration, epigenomic modification, clinicopathological characteristics and clinical survival were systematically investigated. A co-expression network was established based on the intersection of correlated genes, which was centred around ADCY2, ADCY4, and ADCY5. Enrichment analysis revealed that correlated genes were involved in epithelial-mesenchymal transition (EMT). The ADCY2 was selected as the most representative biomarker for prognosis in bladder cancer. Bladder tumour with higher ADCY2 expression had higher prognostic risk and worse survival outcomes. Moreover, ADCY2 was correlated with classic immune checkpoints, and a better responsiveness to immunotherapy was exhibited in high-expression subsets. To ameliorate universality of the conclusion, our study also included several real-world cohorts into the preliminary validation, using datasets from the Gene Expression Omnibus (GEO; GSE13507), tissue microarray (TMA) with 80 bladder cancer inclusion and clinical trial IMvigor210, which were associated with immunotherapy sensitivity, prognosis, and common biomarker presentation. Our study reveals that ADCY family has prognostic value in patients with bladder cancer; the ADCY2 is a prominent prognostic biomarker. The bioinformatics analyses and validation provide direction for further functional and mechanistic studies on the screened members of ADCY family.