Abstract Background We adapted Bayesian statistical learning strategies to the prognosis field to investigate if genome-wide common SNP improve the prediction ability of clinico-pathological prognosticators and applied it to non-muscle invasive bladder cancer (NMIBC) patients. Methods Adapted Bayesian sequential threshold models in combination with LASSO were applied to consider the time-to-event and the censoring nature of data. We studied 822 NMIBC patients followed-up >10 years. The study outcomes were time-to-first-recurrence and time-to-progression. The predictive ability of the models including up to 171,304 SNP and/or 6 clinico-pathological prognosticators was evaluated using AUC-ROC and determination coefficient. Results Clinico-pathological prognosticators explained a larger proportion of the time-to-first-recurrence (3.1 %) and time-to-progression (5.4 %) phenotypic variances than SNPs (1 and 0.01 %, respectively). Adding SNPs to the clinico-pathological-parameters model slightly improved the prediction of time-to-first-recurrence (up to 4 %). The prediction of time-to-progression using both clinico-pathological prognosticators and SNP did not improve. Heritability (ĥ 2) of both outcomes was