Aim: To investigate the prognostic contribution of absolute neutrophil (ANC), lymphocyte (ALC), platelet count and their ratios, neutrophil–lymphocyte ratio (NLR) and platelet–lymphocyte ratio (PLR), to thrombotic risk in patients with prefibrotic and overt fibrotic myelofibrosis (MF). Methods: We retrospectively analyzed a cohort of 256 patients with prefibrotic (85 patients) and overt fibrotic MF (171 patients) treated in six Croatian hematological centers. Results: Prefibrotic compared to overt fibrotic MF patients presented with significantly higher ALC, platelet count and PLR, and experienced longer time to thrombosis (TTT). Among prefibrotic patients, ANC > 8.33 × 109/L (HR 13.08, p = 0.036), ALC > 2.58 × 109/L (HR 20.63, p = 0.049) and platelet count > 752 × 109/L (HR 10.5, p = 0.043) remained independently associated with shorter TTT. Among overt fibrotic patients, ANC > 8.8 × 109/L (HR 4.49, p = 0.004), ALC ≤ 1.43 × 109/L (HR 4.15, p = 0.003), platelet count ≤ 385 × 109/L (HR 4.68, p = 0.004) and chronic kidney disease (HR 9.07, p < 0.001) remained independently associated with shorter TTT. Conclusions: Prognostic properties of ANC, ALC and platelet count are mutually independent and exceed those of NLR and PLR regarding thrombotic risk stratification. ALC and platelet count associate in opposite directions with thrombotic risk in prefibrotic and overt fibrotic MF patients.