Background: The Memorial Sloan–Kettering Cancer Center (MSKCC) prognostic model has been widely used for the prediction of the outcome of metastatic renal cell carcinoma (mRCC) patients treated with systemic therapies, however, data from large studies are limited. This study aimed at the evaluation of the impact of the MSKCC score on the outcomes in mRCC patients treated with first-line sunitinib, with a focus on the intermediate-risk group. Methods: Clinical data from 2390 mRCC patients were analysed retrospectively. Progression-free survival (PFS), overall survival (OS), and objective response rate (ORR) were analysed according to the MSKCC risk score. Results: ORR, median PFS, and OS for patients with one risk factor were 26.7%, 10.1, and 28.2 months versus 18.7%, 6.2, and 16.2 months, respectively, for those with two risk factors (ORR: p = 0.001, PFS: p < 0.001, OS: p < 0.001). ORR, median PFS, and OS were 33.0%, 17.0, and 44.7 months versus 24.1%, 9.0, and 24.1 months versus 13.4%, 4.5, and 9.5 months in the favourable-, intermediate-, and poor-risk groups, respectively (ORR: p < 0.001, PFS: p < 0.001, OS: p < 0.001). Conclusions: The results of the present retrospective study demonstrate the suitability of the MSKCC model in mRCC patients treated with first-line sunitinib and suggest different outcomes between patients with one or two risk factors.