Building accurate prediction models and identifying predictive biomarkers for treatment response in Muscle-Invasive Bladder Cancer (MIBC) are essential for improving patient survival but remain challenging due to tumor heterogeneity, despite numerous related studies. To address this unmet need, we developed an interpretable Graph-based Multimodal Late Fusion (GMLF) deep learning framework. Integrating histopathology and cell type data from standard H&E images with gene expression profiles derived from RNA sequencing from the SWOG S1314-COXEN clinical trial (ClinicalTrials.gov NCT02177695 2014-06-25), GMLF uncovered new histopathological, cellular, and molecular determinants of response to neoadjuvant chemotherapy. Specifically, we identified key gene signatures that drive the predictive power of our model, including alterations in TP63, CCL5, and DCN. Our discovery can optimize treatment strategies for patients with MIBC, e.g., improving clinical outcomes, avoiding unnecessary treatment, and ultimately, bladder preservation. Additionally, our approach could be used to uncover predictors for other cancers.