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Background: Immune checkpoint inhibitors (ICIs) improve overall survival (OS) in advanced/metastatic urothelial cancer (a/mUC) patients. Preliminary evidence suggests a prognostic role of inflammatory biomarkers in this setting. We aimed to develop a disease-specific prognostic inflammatory index for a/mUC patients on ICIs. Methods: Fifteen variables were retrospectively correlated with OS and progression-free survival (PFS) in a development (D, n = 264) and a validation (V, n = 132) cohort of platinum-pretreated a/mUC pts receiving ICIs at L2 or further line. A nomogram and inflammatory prognostic index (U-IPI) were developed. The index was also tested in a control cohort of patients treated with chemotherapy only (C, n = 114). Results: The strongest predictors of OS were baseline platelet/lymphocyte (PLR) and neutrophil/lymphocyte (NLR) ratios, and lactate dehydrogenase (LDH), NLR, and albumin changes at 4 weeks. These were used to build the U-IPI, which can distinctly classify patients into good or poor response groups. The nomogram scoring is significant for PFS and OS (p < 0.001 in the D, V, and combined cohorts) for the immunotherapy (IO) cohort, but not for the control cohort. Conclusions: The lack of a baseline systemic inflammatory profile and the absence of early serum inflammatory biomarker changes are associated with significantly better outcomes on ICIs in a/mUC pts. The U-IPI is an easily applicable dynamic prognostic tool for PFS and OS, allowing for the early identification of a sub-group with dismal outcomes that would not benefit from ICIs, while distinguishing another that draws an important benefit.