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Gene interactions form complex networks underlying disease susceptibility and therapeutic response. While bulk transcriptomic datasets offer rich resources for studying these interactions, applying Graph Neural Networks (GNNs) to such data remains limited by a lack of methodological guidance, especially for constructing gene interaction graphs. We present REGEN (REconstruction of GEne Networks), a GNN-based framework that simultaneously learns latent gene interaction networks from bulk transcriptomic profiles and predicts patient vital status. Evaluated across seven cancer types in the TCGA cohort, REGEN outperforms baseline models in five datasets and provides robust network inference. By systematically comparing strategies for initializing gene–gene adjacency matrices, we derive practical guidelines for GNN application to bulk transcriptomics. Analysis of the learned kidney cancer gene-network reveals cancer-related pathways and biomarkers, validating the model’s biological relevance. Together, we establish a principled approach for applying GNNs to bulk transcriptomics, enabling improved phenotype prediction and meaningful gene network discovery.