Aim To investigate the predictive values of systemic immune-inflammation index (SII) and prognostic nutritional index (PNI) on the long-term prognosis of patients with acute coronary syndrome (ACS) undergoing percutaneous coronary intervention (PCI). Methods A total of 1 522 patients with ACS undergoing PCI were consecutively enrolled from January 2016 to December 2018 in the Cardiology Department of the Affiliated Hospital of Chengde Medical University. After discharge, the patients were followed up by outpatient and telephone. The endpoints were major adverse cardiovascular events (MACE) including all-cause mortality and rehospitalization for severe heart failure (NYHAⅣ) during follow-up. The cutoff values of these inflammatory markers to predict MACE were calculated using receiver operating characteristic (ROC) curves. The patients were divided into high and low SII and PNI groups via ROC curve analysis (low SII group (SII＜628.60×10⁹ L－1, n＝795) vs. high SII group (SII≥628.60×10⁹ L－1, n＝727), low PNI group (PNI≤48.15, n＝584) vs. high PNI group (PNI＞48.15, n＝938)). The 1 522 patients were divided into two groups:MACE group (n＝59) and non-MACE group (n＝1 463). The correlation between SII and PNI, and other inflammatory markers was analyzed. Kaplan-Meier curve and Cox regression models were used for survival analysis. Results The area under the ROC curve of the SII, PNI, SII+PNI, neutrophil to lymphocyte ratio (NLR), platelet to lymphocyte ratio (PLR), monocyte to lymphocyte ratio (MLR) was 0.3,0.3,0.1,0.1,0.7,0.585 (all P＜0.05). The cumulative survival rates of the high SII and the low PNI groups were significantly lower than the low SII and the high PNI groups, respectively. SII was positively correlated with NLR (r＝0.899), PLR (r＝0.762), MLR (r＝0.446) (all P＜0.001), while PNI was negatively correlated with SII (r＝－0.450), NLR (r＝－0.545), PLR (r＝－0.589), MLR (r＝－0.458) (all P＜0.001). SII≥628.60×10⁹ L－1, PNI≤48.15 were all found to be independent indicators for predicting all-cause mortality and rehospitalization for severe heart failure (P＜0.05). Conclusion A higher SII and lower PNI value was independently associated with higher risk of developing MACE in patients with ACS undergoing PCI, which may be useful prognostic parameters to identify high-risk ACS patients after PCI.