Aging is associated with an insufficient immune response that may lead to the initiation and progression of various malignancies. Bladder cancer (BC), prevalent in elderly patients, predominantly presents as recurrent nonmuscle invasive BC that requires further treatment. There is much interest in the activation of patients' immune cells with the focus on CD8+ T cells. Successful therapy should also ensure the efficient presentation of BC antigens by major histocompatibility complex (MHC) class I molecules. The purpose of this systematic review is to present the existing literature on the role of MHC class I in BC research and therapy. The bibliographic databases PubMed and Web of Science were searched for articles published between January 2009 and September 2020 that addressed MHC class I relationship to BC. We searched for available relevant publications on MHC class I and its role and regulation in BC, aging and MHC class I importance in BC immunotherapy. Based on the provided evidence, we propose that the loss of MHC class I expression in BC may lead to its recurrence after the transurethral resection and unresponsiveness to Bacillus Calmette-Guerin immunotherapy. We discuss different ways to enhance MHC class I antigen presentation to CD8+ T cells in BC treatment. The immune status characterized by MHC class I expression patterns and cancer-infiltrating immune cells may provide valuable prognostic information about which patients may benefit from transurethral resection of BC and additional immunotherapy.