Abstract: Objective To investigate the prognostic value of prognostic nutritional index (PNI) and systemic immune-inflammation index (SII) in patients with unresectable hepatocellular carcinoma (uHCC) who received transcatheter arterial chemoembolization (TACE) combined with camrelizumab and tyrosine kinase inhibitors (TKI). Methods A total of 140 uHCC patients who were admitted to the Affiliated Hospital of Xuzhou Medical University and received TACE combined with camrelizumab and TKI from October 2018 to September 2022 were enrolled and their clinical data were retrospectively analyzed. Receiver operating characteristic (ROC) curves were plotted to determine the optimal cutoff values for PNI and SII. The relationship between different PNI and SII, and clinicopathological characteristics was evaluated using the chi-square test. Cox proportional hazards models were established to analyze the risk factors affecting patient prognosis. Kaplan-Meier survival curves were plotted, and ROC curves were used to evaluate the predictive efficacy of PNI, SII, and the combined PNI-SII on prognosis in uHCC patients treated with TACE combined with camrelizumab and TKI. Results The optimal cutoff values for PNI and SII were 46.05 and 303.09, respectively. The area under the curve (AUC) for PNI and SII was 0.744 and 0.778, respectively, with sensitivities of 78.6% and 81.4%, and specificities of 70.0% and 61.4%, respectively. Univariate and multivariate analyses indicated that low PNI and high SII were independent risk factors for progression-free survival (PFS) and overall survival (OS) in uHCC patients (P<0.05). According to survival analysis, the high PNI group and low SII group showed significant increases in median PFS and OS, compared with the low PNI group and high SII group (P<0.05). Patients in the PNI-SII score 0 group had significantly better survival outcomes than those in the score 2 group (P<0.05). The AUC for the combined PNI-SII was 0.854, which was superior to PNI or SII alone (P<0.05). Conclusions Both PNI and SII are effective prognostic indicators for uHCC patients receiving TACE combined with camrelizumab and TKI treatment. The combined PNI-SII offers higher predictive efficacy compared with the individual indices.