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Backgrounds: Biliary tract cancer (BTC) has been confirmed as a rare and highly heterogeneous malignant tumor with an extremely poor prognosis. Existing research has found that neutrophil-to-lymphocyte ratio (NLR), platelet-to-lymphocyte ratio (PLR), lymphocyte-to-monocyte ratio (LMR), and systemic immune-inflammation index (SII) are the predictors of immunotherapy response in various cancers. However, the role played by these predictors in BTC has been rarely studied. Methods A retrospective analysis was conducted to study the usefulness of NLR, PLR, and SII at baseline and at 6 weeks post-treatment as the predictors of response to anti-PD-1/PD-L1 antibody treatment for BTC patients. The optimal cut-offs of NLR, PLR, LMR, and SII were set by calculating the optimal Youden index. Furthermore, univariate and multivariate Cox regression analyses were conducted based on overall survival (OS) and progression-free survival (PFS) to determine the independent risk factors. Results Data on 72 BTC patients receiving anti-PD-1/PD-L1 immunotherapy was analyzed. At baseline, except for LMR, NLR, PLR, and SII had significant negative correlations with the OS and PFS. After the patients received 6-week immunotherapy, only NLR remained a significant correlation between OS (P = 0.037) and PFS (P = 0.040), and the higher the NLR, the worse the prognosis will be. Further univariate and multivariate analyses demonstrated that high NLR was an independent risk factor for OS (hazard ratio: 3.979; 95% confidence interval: 1.221–12.966) and PFS (hazard ratio: 1.977; 95% confidence interval: 1.055–3.703). Conclusion NLR is a potential prognostic indicator for BTC patients treated with PD-1/PD-L1 antibody as first-line or later-line therapy.