Background Previous studies have confirmed that systemic immune-inflammatory index (SII) and prognostic nutritional index (PNI) can predict the prognosis and chemotherapy efficacy of various malignant tumors. However, to the best of our knowledge, no study investigated the SII combined with PNI score to predict the efficacy of anti-programmed death 1 (anti-PD-1) antibody sintilimab and XELOX regimen (capecitabine plus oxaliplatin) in the treatment of locally advanced gastric cancer. This study aims to evaluate the predictive value of pre-treatment SII-PNI score on the sensitivity of sintilimab immunotherapy combined with XELOX chemotherapy in patients with locally advanced gastric cancer. Methods We registered a prospective clinical study involving 30 locally advanced gastric cancer patients from March 2020 to July 2021. The pre-treatment SII and PNI were calculated from peripheral blood samples, and the cut-off value was calculated by receiver operating characteristic. The SII-PNI score ranged from 0 to 2 and were categorized into the following: score of 2, high SII (>= 568.5) and low PNI (<= 52.7); score of 1, either high SII or low PNI; score of 0, no high SII nor low PNI. Results All patients were evaluated by RECIST1.1 criteria after four cycles of sintilimab immunotherapy combined with XELOX chemotherapy, including 5 patients with TRG 3 and 25 patients with non-TRG 3. The SII-PNI score of non-TRG 3 patients was significantly lower than that of TRG 3 patients (P = 0.017). The medial progression free survival of patients with low SII-PNI score was significantly better than that of patients with high SII-PNI score (P < 0.001). Multivariate analysis showed that SII-PNI score was an independent prognostic factor for predicting progression-free survival (P = 0.003). Conclusion The pre-treatment SII-PNI score is a significant indicator for predicting chemosensitivity of locally advanced patients after sintilimab immunotherapy combined with XELOX chemotherapy, which can help to identify high-risk groups and predict prognosis. Trial registration: The registered name of the trial is "Prospective clinical study of sintilimab combined with chemotherapy for neoadjuvant therapy in locally advanced gastric cancer". Its Current Controlled Trials number is ChiCTR2000030414. Its date of registration is 01/03/2020.