Aim: Blood-based biomarkers like prognostic nutritional index (PNI) are readily available biomarkers for immunotherapy efficacy, although the data are limited. So, we aimed to evaluate the association between PNI and overall survival (OS) in immunotherapy-treated patients. Materials & methods: For this retrospective cohort study, data of 150 immunotherapy-treated advanced cancer patients were evaluated. The association between clinical factors and OS was evaluated with multivariate Cox-regression analyses. Results: After a median follow-up of 8.5 months, 94 patients died. The median OS was 11.07 months. The low PNI (hazard ratio [HR]: 2.065; p = 0.001), high lactate dehydrogenase (HR: 2.515; p = 0.001) and poor Eastern Cooperative Oncology Group (ECOG) status (HR: 2.164; p = 0.009) was associated with poorer OS in multivariate analyses. Conclusion: In our experience, survival with immunotherapy was impaired in patients with lower PNI and higher lactate dehydrogenase levels and poorer ECOG status.