Cancer patients possess metabolic and pathophysiological changes and an inflammatory environment that leads to malnutrition. This study aimed to (i) determine whether there is an association between neutrophil-to-lymphocyte ratio (NLR) and nutritional risk, and (ii) identify the cut-off value of NLR that best predicts malnutrition by screening for nutritional risk (NRS 2002). This cross-sectional study included 119 patients with unselected cancer undergoing chemotherapy and/or surgery. The NRS 2002 was applied within 24 h of hospitalisation to determine the nutritional risk. Systemic inflammation was assessed by blood collection, and data on C-reactive protein (CRP), neutrophils, and lymphocytes were collected for later calculation of NLR. A receiver operating characteristic (ROC) curve was used to identify the best cut-point for NLR value that predicted nutritional risk. Differences between the groups were tested using the Student’s t-, Mann–Whitney U and Chi-Square tests. Logistic regression analyses were performed to assess the association between NLR and nutritional risk. The ROC curve showed the best cut-point for predicting nutritional risk was NLR > 5.0 (sensitivity, 60.9%; specificity, 76.4%). The NLR ≥ 5.0 group had a higher prevalence of nutritional risk than the NLR < 5.0 group (NLR ≥ 5.0: 73.6% vs. NLR < 5.0: 37.9%, p = 0.001). The NLR group ≥ 5.0 showed higher values of CRP and NLR than the NLR < 5.0 group. In addition, patients with NLR ≥ 5.0 also had higher NRS 2002 values when compared to the NLR < 5.0 group (NLR ≥ 5.0: 3.0 ± 1.1 vs. NLR < 5.0: 2.3 ± 1.2, p = 0.0004). Logistic regression revealed an association between NRS and NLR values. In hospitalised unselected cancer patients, systemic inflammation measured by NLR was associated with nutritional risk. Therefore, we highlight the importance of measuring the NLR in clinical practice, with the aim to detect nutritional risk.

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