Background: This study detailed and characterized the mechanisms of action of OncoTherad nano-immunotherapy based on modulation of Toll-like Receptor 4 (TLR4) signaling pathway, CX3C chemokine receptor 1 (CX3CR1, a marker of T-cell differentiation) and immune checkpoints in patients with Bacillus Calmette-Guérin (BCG)-unresponsive high-grade non-muscle invasive bladder cancer. Methods: A single-center open-label (Paulinia Municipal Hospital, Brazil) and single-arm phase 1/2 study (Clinical Trial: RBR-6swqd2) was applied in 44 patients (30 male and 14 female) with BCG-unresponsive NMIBC (≥ 1 prior course of BCG therapy) submitted to OncoTherad immunotherapy for 24 months. Patient follow-ups were performed with systematic mapping biopsies of the bladder every 3 months for the first year and every 6 months thereafter for up to 2 years. Bladder biopsies of each patient (n = 44) were divided into 2 groups: Group 1 (initial biopsy, before OncoTherad treatment); and Group 2 (bladder biopsy after OncoTherad treatment). Subsequently, the samples were submitted to immunohistochemistry analysis: TLR4-mediated IFN-γ production signaling pathway (TRIF, TBK1, IRF-3), CX3CR1⁺CD8⁺ T-cells, immune checkpoints (PD-1/PD-L1 CTLA-4) and Regulatory T cells (FOXP3). Results: After 24-months follow-up, pathological complete response rate was 72.7% (95% CI) and recurrence-free survival of 21.4 months. Bladder samples from patients submitted to OncoTherad treatment (Group 2) showed intensified TLR4, TRIF, TBK1, IRF-3 and IFN-γ immunoreactivities when compared (p < 0.01) to initial biopsies (Group 1). Furthermore, as result of interferon signaling pathway (TRIF-dependent pathway) induction by OncoTherad, intensified CX3CR1 immunoreactivities (p < 0.01) were found in the Group 2. In contrast, PD-1/PD-L1 immunoreactivities were decreased (p < 0.01) in the Group 2 when compared to Group 1. No statistical differences were found between the two groups for FOXP3 and CTLA4. Conclusions: OncoTherad nano-immunotherapy led to activation of TLR4-mediated innate immune system, resulting in increased interferon signaling pathway, which was fundamental in the activation of antitumor CD8⁺ T-cells and decrease of PD-1/PD-L1 expression in the bladder microenvironment. These important findings are relevant concerning the treatment of patients with NMIBC presenting high-risk of progression that are BCG-unresponsive.