The Prognostic Inflammatory Nutritional Index (PINI) is a simple scoring system that has been used to evaluate nutritional status and prognosis in critically ill patients. The PINI has never been evaluated in advanced cancer. Fifty consecutive patients with advanced cancer, weight loss, and anorexia were studied. C-reactive protein (CRP), albumin, pre-albumin, interleukin-6 (IL-6), and alpha 1-acid glycoprotein (AAG) were evaluated. The individual values for AAG, CRP, and IL-6 were markedly elevated. In contrast to albumin and prealbumin, CRP levels were very high. The PINI was significantly elevated, and higher than reported in critically ill intensive care patients. Elevated IL-6 levels correlated with high PINI and CRP values. CRP, IL-6, and PINI should be considered in future research on nutritional status and prediction of prognosis in advanced cancer.