Human leukocyte antigen class I (HLA class I) antigen processing and presentation pathway (APP) defines anti-tumor immune response. ERAP, TAP, tapasin (TAPBP), and IFNγ modulate APP: control HLA class I expression in the tumor and the repertoire of presented tumor antigens. At the same time, vascular endothelial growth factor (VEGF) acts as an immunomodulator in the tumor microenvironment. The objective of the current study was to examine the association of single nucleotide polymorphisms (SNPs) in the ERAP1, ERAP2, TAP1, TAP2, TAPBP, IFNG genes with the corresponding mRNA expression in bladder cancer (BC) risk and recurrence after transurethral resection of BC. Moreover, we assessed the relationship between HLA class I and VEGF plasma levels and BC recurrence. We analyzed 9 SNPs in 124 BC patients using TaqMan genotyping and compared them with the data from 503 healthy individuals from the 1000 Genomes Project. In addition, we quantified the effects of SNPs on the corresponding mRNA expression in tumor and non-tumor adjacent tissue in 60 BC patients with primary and 30 with recurrent tumor by quantitative real-time PCR. Furthermore, the plasma HLA class I and VEGF levels were analyzed in BC patients and healthy controls by ELISA. IFNG (rs1861493) was associated with BC risk, TAPBP (rs3106189, rs2071888) with recurrence-free survival (RFS). Moreover, TAPBP mRNA expression was lower in tumors than in the adjacent tissue. The SNPs ERAP2 (rs251339) and TAP2 (rs241447, rs241448) variants affected mRNA expression in BC tissue. In tumor tissue, the high mRNA expression of ERAP1 was more common in BC patients with single tumors, ERAP2 in non-smokers, and TAP2 mRNA in recurrence. The lower HLA and higher VEGF plasma levels were observed in BC patients compared with healthy controls. We conclude that the genetic elements responsible for MHC class I APP may influence the BC risk, risk of recurrence, and RFS.