The neutrophil-to-lymphocyte ratio (NLR) and systemic immune-inflammatory index (SII) have been reported as prognosticators in non-small cell lung cancer (NSCLC), renal cell carcinoma (RCC), and melanoma. This analysis of the INVIDIa-2 study on influenza vaccination in patients with cancer treated with immune checkpoint inhibitors (ICIs) assessed NLR and SII on overall survival (OS) by literature-reported (LR), receiver operating characteristic curve (ROC)-derived (ROC) cutoffs or as continuous variable (CV). NLR and SII with ROC cutoffs of <3.4 (p < 0.001) and <831 (p < 0.001) were independent factors for OS in multivariate analysis. SII with LR, ROC, or CV significantly predicted OS in NSCLC (p = 0.002, p = 0.003, p = 0.003), RCC (p = 0.034, p = 0.014, p = 0.014), and melanoma (p = 0.038, p = 0.022, p = 0.019). NLR with LR and ROC cutoffs predicted OS in first line (p < 0.001 for both) and second line or beyond (p = 0.006 for both); likewise SII (p < 0.001; p = 0.002 and p < 0.001). NLR and SII are prognosticators in NSCLC, RCC, and melanoma treated with ICIs.