Background: In terminal cancer patients (TCPs), one of the most important things is to define the survival to help the main responsible physicians, patients, and main caregivers make decisions, set goals, and work across the end‑of‑life strategies. Patients and Methods: We retrospectively reviewed the medical files of TCPs, who died during September 2011 and December 2017, to recognize the correlation between prognostic nutritional indices (PNIs) and survival in those subtypes of patients. The receiver operating characteristic (ROC) curve was used to identify the cutoff value of PNI. Results: A total of 858 TCPs were eligible and included, the median age was 62 years (range: 18–107). The most common primary cancer sites were colorectal cancer in 151 patients (17.6%), hepatobiliary in 129 (15%), lung cancer in 115 (13.4%), breast cancer in 114 (13.3%), and genitourinary in 80 (9.3%). The mean value of PNI for all cancer types was 32.9 ± 6.7. The values showed different levels across cancer types. For patients who lived >2 weeks, PNI was 36.7 compared with that who died within 2 weeks was 29.3, which was a statistically significant (P < 0.001). By the ROC curve, the cutoff value of PNI was 32.3 and area under the curve was 0.888. The sensitivity, specificity, positive predictive value, and negative predictive value were 91.28% (95% confidence interval [CI]: 88.2–93.8), 71.09% (95% CI: 66.5–75.4), 76.5% (95% CI: 73.7–79.2), and 88.8% (95% CI: 85.3–91.5), respectively. Conclusion: The PNI is an easy and an applicable biomarker to estimate life expectancy in TCPs.