Background and AimsMalnutrition is highly prevalent and is related to multiple impaired clinical outcomes in cancer patients. This study aimed to de novo create an objective, nutrition-related index specially for prognostic purposes in oncology populations.MethodsWe performed a multicenter cohort study including 14,134 cancer patients. The prognostic impact for each baseline characteristic was estimated by calculating Harrell's C-index. The optimal parameters reflecting the nutritional and inflammatory impact on patients' overall survival were selected to develop the fat-age-inflammation (FAIN) index. The associations of the FAIN with the nutritional status, physical performance, quality of life, short-term outcomes and mortality of patients were comprehensively evaluated. Independent external validation was performed to further assess the prognostic value of the FAIN.ResultsThe study enrolled 7,468 men and 6,666 women with a median age of 57 years and a median follow-up of 42 months. The FAIN index was defined as: (triceps skinfold thickness + albumin) / [age + 5 × (neutrophil count/lymphocyte count)]. There were significant associations of the FAIN with the nutritional status, physical performance, quality of life and short-term outcomes. The FAIN also showed better discrimination performance than the Nutritional Risk Index, the Prognostic Nutritional Index and the Controlling Nutritional Status index (all P < 0.05). In multivariable-adjusted models, the FAIN was independently associated with a reduced death hazard both as a continuous variable (HR = 0.57, 95%CI = 0.47–0.68) and per one standard deviation (HR = 0.83, 95%CI = 0.78–0.88). External validation in a multicenter lung cancer cohort (n = 227) further confirmed the prognostic value of the FAIN.ConclusionsThis study created and assessed the prognostic FAIN index, which might act as a feasible option to monitor the nutritional status and help develop intervention strategies to optimize the survival outcomes of cancer patients.