Bladder cancer, one of the most prevalent malignancies worldwide, remains hard to classify due to a staggering molecular complexity. Despite a plethora of diagnostic tools and therapies, it is hard to outline the key steps leading up to the transition from high-risk non–muscle-invasive bladder cancer (NMIBC) to muscle-invasive bladder cancer (MIBC). Carcinogen-induced murine models can recapitulate urothelial carcinogenesis and natural anti-tumor immunity. Herein, we have developed and profiled a novel model of progressive NMIBC based on 10 weeks of OH-BBN exposure in hepatocyte growth factor/cyclin dependent kinase 4 (R24C) (Hgf-Cdk4^R24C) mice. The profiling of the model was performed by histology grading, single cell transcriptomic and proteomic analysis, while the derivation of a tumorigenic cell line was validated and used to assess in vivo anti-tumor effects in response to immunotherapy. Established NMIBC was present in females at 10 weeks post OH-BBN exposure while neoplasia was not as advanced in male mice, however all mice progressed to MIBC. Single cell RNA sequencing analysis revealed an intratumoral heterogeneity also described in the human disease trajectory. Moreover, although immune activation biomarkers were elevated in urine during carcinogen exposure, anti-programmed cell death protein 1 (anti-PD1) monotherapy did not prevent tumor progression. Furthermore, anti-PD1 immunotherapy did not control the growth of subcutaneous tumors formed by the newly derived urothelial cancer cell line. However, treatment with CpG-oligodeoxynucleotides (ODN) significantly decreased tumor volume, but only in females. In conclusion, the molecular map of this novel preclinical model of bladder cancer provides an opportunity to further investigate pharmacological therapies ahead with regards to both targeted drugs and immunotherapies to improve the strategies of how we should tackle the heterogeneous tumor microenvironment in urothelial bladder cancer to improve responses rates in the clinic.