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Background and Importance The prognostic nutritional index (PNI) and the geriatric nutritional risk index (GNRI) have been used to assess the nutritional and inflammatory status of cancer patients. These biomarkers have been shown to be associated with the prognosis of patients receiving cancer treatment. However, the association of these biomarkers with the prognosis of patients receiving immune checkpoint inhibitors (ICIs) is not fully understood.Aim and Objectives The objective of this study was to evaluate whether pretreatment prognostic factors of nutritional and inflammatory status can predict the prognosis of lung cancer (LC) patients treated with ICIs.Material and Methods A multicentre and multidisciplinary team performed a systematic review of the literature. This study was conducted following the Preferred Reporting Items for Systematic reviews and Meta-Analyses (PRISMA) recommendations and the Cochrane Guidelines. A MEDLINE search was conducted for all relevant English-, and Spanish-language studies until March 2023. Cohort and randomised studies including patients treated with ICIs for LC were included. The outcomes of interest were the association between pretreatment PNI and GNRI and the progression-free survival (PFS) and overall survival (OS). The results were summarised narratively.Results A total of 118 studies were identified and 15 were included (13 retrospective and two prospective studies), of which 13 evaluated the prognostic value of PNI (11 for PFS and 12 for OS). Pre-treatment PNI was significantly associated with PFS (n=6/10) and OS (n=8/10) in univariate analysis. In multivariate analysis, PNI was significantly associated with PFS (n=6/8) and OS (n=6/9). Two studies evaluated the prognostic value of GNRI for both PFS and OS, observing a statistically significant association between pre-treatment GNRI and PFS (n=2/2) and OS (n=2/2) in univariate analysis and with PFS (n=1/2) and OS (n=2/2) in multivariate analysis.Conclusion and Relevance Some studies showed that PNI could be a prognostic marker for patients with LC treated with ICIs. In the case of GNRI only few studies are available, and more evidence is needed to determine its potential as prognostic factor. However, future studies are needed to provide greater knowledge and evidence on the evaluation of these biomarkers and their validation in clinical practice.Conflict of Interest No conflict of interest