We propose a predictive Density Functional Theory (DFT) for the calculation of solvation free energies. Our approach is based on a Helmholtz free-energy functional that is consistent with the perturbed-chain SAFT (PC-SAFT) equation of state. This allows a coarse-grained description of the solvent, based on an inhomogeneous density of PC-SAFT segments. The solute, on the other hand, is described in full detail by atomistic Lennard-Jones interaction sites. The approach is entirely predictive, as it only takes the PC-SAFT parameters of the solvent and the force-field parameters of the solute as input. No adjustable parameters or empirical corrections are involved. The framework is applied to study self-solvation of n-alkanes and to the calculation of residual chemical potentials in binary solvent mixtures. Our DFT approach accurately predicts solvation free energies of small molecular solutes in three different solvents. Additionally, we show the calculated solvation free energies agree well with those obtained by molecular dynamics simulations and with the residual chemical potential calculated by the bulk PC-SAFT equation of state. We observe higher deviations for the solvation free energy of systems with significant solute-solvent Coulomb interactions.