Malnutrition significantly impacts the post-operative process of gynecological cancer patients. A prominent variable for determining perioperative morbidity is the Prognostic Nutritional Index (PNI). To investigate PNI's predictive value on the risk of post-operative infections, we conducted a prospective cohort study involving women who underwent surgery for gynecological malignancies. Out of the 208 patients enrolled, 28 (13.5%) were malnourished and post-operative infections occurred in 43 patients. Notably, there was a significant difference in PNI between patients who developed infections and those who did not (p = 0.027), as well as between malnourished patients and those with normal nutritional status (p = 0.043). Univariate analysis showed that preoperative PNI predicts the risk of post-operative infections better than post-operative white blood cell count (AUC of 0.562 vs 0.375). However, the most accurate diagnostic results in the multivariate analysis were obtained from random forest and classification tree models (AUC of 0.987 and 0.977, respectively). Essentially, PNI and post-operative white blood cell count provided the best information gain according to rank probabilities. In conclusion, PNI appears to be a critical parameter that merits further investigation during the preoperative evaluation of gynecological malignancies.