Objectives: To clarify the relationship between a decreased major histocompatibility complex class I (MHC‐I) expression on bladder tumors and decreased immunological efficacy of tumor antigen‐pulsed dendritic cell vaccine in a rat bladder carcinoma model induced by N‐methyl‐N‐nitrosourea irrigation.Methods: Enzyme‐linked immunosorbent assay was used to evaluate interferon‐gamma concentration in the serum and colorimetric lactate dehydrogenase release assay in vitro was used to test the cytotoxicity capability of T lymphocytes. MHC‐I expression on tumor cells was detected by flow cytometry and analyzed with CellQuest software.Results: The tumor antigen sensitized dendritic cell vaccine group showed decreased hyperplastic formations, lower pathological stages in rat bladders and more potent cytotoxicity activity (P < 0.001) than the dendritic cell vaccine group. Additionally, immunization with pulsed dendritic cell vaccine induced higher specific cytokine production of interferon‐gamma. Nevertheless, a decreased MHC‐I expression on bladder tumors was tested after immunotherapy by pulsed dendritic cell vaccine on week 15. As expected, the cytotoxic activity of T lymphocytes from rats on tumor cells with low MHC‐I expression was also decreased to 19.70 ± 4.82% as compared with tumor cells with high MHC‐I (52.10 ± 8.66%, P = 0.005).Conclusions: Tumor antigen sensitized dendritic cell vaccine has beneficial activity on N‐methyl‐N‐nitrosourea‐induced bladder cancer in situ in rats, but therapeutic responses are accompanied by decreased MHC‐I expression on tumors, possibly suggesting poor long‐term therapeutic outcomes.