Objective To evaluate the predictive value of peripheral blood inflammatory indices—the neutrophil-to-lymphocyte ratio (NLR), platelet-to-lymphocyte ratio (PLR), and systemic immune-inflammation index (SII)—for early treatment response in advanced non-small cell lung cancer (NSCLC) patients receiving first-line immune checkpoint inhibitor plus chemotherapy. Methods In this retrospective study, we analyzed 65 advanced NSCLC patients treated with first-line immunotherapy-chemotherapy combination at Hengshui People’s Hospital from January 2022 to June 2025. The NLR, PLR, and SII were calculated from pretreatment complete blood counts. Receiver operating characteristic (ROC) curve analysis was used to assess their ability to predict objective response rate (ORR), and optimal cut-off values were determined to stratify patients into high- and low-level groups for each index. Results The areas under the ROC curve (AUC) for predicting ORR were 0.769 for NLR, 0.675 for PLR, and 0.731 for SII. When grouped by these optimal cut-offs, the low-NLR, low-PLR, and low-SII groups all achieved a significantly higher ORR compared to their corresponding high-level groups (all P<0.05). Among the three indices, baseline NLR demonstrated the strongest predictive performance. Conclusion Pretreatment levels of NLR, PLR, and SII are predictive of short-term response to immunotherapy-chemotherapy in advanced NSCLC, with NLR showing the best discriminative capacity. These inexpensive, routine blood-based markers could serve as practical adjunct tools for pretreatment outcome assessment.