BCG vaccination can boost innate immune responses via trained immunity (TI), resulting in an increased resistance to respiratory viral infections. Assay for transposase accessible chromatin (ATAC), including tagmentation, library preparation and sequencing were performed by Genewiz (Azenta Life Sciences, MA, USA) on PBMCs from two BCG-treated NMIBC patients at baseline and during BCG (mid) as well as from three healthy donors. This dataset include the pipeline for preprocessing of raw data including mapping to the hg38 reference genome using bowtie2 and peak calling by MACS2. Differentially accessible regions in proximity to annotated genes between the two time points (during BCG versus baseline) were identified using the R packages csaw and edgeR and resulting data files are provided.