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Besides tremendous treatment success in advanced melanoma patients, the rapid development of oncologic treatment options comes with increasingly high costs and can cause severe life-threatening side effects. For this purpose, predictive baseline biomarkers are becoming increasingly important for risk stratification and personalized treatment planning. Thus, the aim of this pilot study was the development of a prognostic tool for the risk stratification of the treatment response and mortality based on PET/MRI and PET/CT, including a convolutional neural network (CNN) for metastasized-melanoma patients before systemic-treatment initiation. The evaluation was based on 37 patients (19 f, 62 ± 13 y/o) with unresectable metastasized melanomas who underwent whole-body 18F-FDG PET/MRI and PET/CT scans on the same day before the initiation of therapy with checkpoint inhibitors and/or BRAF/MEK inhibitors. The overall survival (OS), therapy response, metastatically involved organs, number of lesions, total lesion glycolysis, total metabolic tumor volume (TMTV), peak standardized uptake value (SULpeak), diameter (Dmlesion) and mean apparent diffusion coefficient (ADCmean) were assessed. For each marker, a Kaplan−Meier analysis and the statistical significance (Wilcoxon test, paired t-test and Bonferroni correction) were assessed. Patients were divided into high- and low-risk groups depending on the OS and treatment response. The CNN segmentation and prediction utilized multimodality imaging data for a complementary in-depth risk analysis per patient. The following parameters correlated with longer OS: a TMTV < 50 mL; no metastases in the brain, bone, liver, spleen or pleura; ≤4 affected organ regions; no metastases; a Dmlesion > 37 mm or SULpeak < 1.3; a range of the ADCmean < 600 mm2/s. However, none of the parameters correlated significantly with the stratification of the patients into the high- or low-risk groups. For the CNN, the sensitivity, specificity, PPV and accuracy were 92%, 96%, 92% and 95%, respectively. Imaging biomarkers such as the metastatic involvement of specific organs, a high tumor burden, the presence of at least one large lesion or a high range of intermetastatic diffusivity were negative predictors for the OS, but the identification of high-risk patients was not feasible with the handcrafted parameters. In contrast, the proposed CNN supplied risk stratification with high specificity and sensitivity.