Introduction: We tested the hypothesis that higher mid-regional pro-adrenomedullin (MR-proADM), carboxy-terminal pro-endothelin-1 (CT-proET-1), procalcitonin (PCT) and C-reactive protein (CRP) plasma concentrations would be associated with increased prediction of mortality risk scores. Methods: Prospective observational study set in two pediatric intensive care units (PICUs). Two-hundred-thirty-eight patients were included. MR-proADM, CT-proET-1, PCT and CRP levels were compared between children with PRISM III and PIM 2 > p75 (Group A; n = 33) and the rest (Group B; n = 205). Results: Median (range) MR-proADM levels were 1.39 nmol/L (0.52–12.67) in group A versus 0.54 (0.15–3.85) in group B (P < 0.001). CT-proET-1 levels were 172 pmol/L (27–500) versus 58 (4–447) (P < 0.001). PCT levels were 7.77 ng/mL (0.34–552.00) versus 0.28 (0.02–107.00) (P < 0.001). CRP levels were 6.23 mg/dL (0.08-28.25) versus 1.30 mg/dL (0.00-42.09) (P = 0.210). The area under the ROC curve (AUC) for the differentiation of group A and B was 0.87 (95% CI:0.81–0.821) for MR-proADM, 0.86 (95% CI:0.79–0.92) for CT-proET-1 and 0.84 (95% CI:0.74–0.94) for PCT. A MR-proADM > 0.79 nmol/L had 93% sensitivity and 76% specificity to differentiate groups, whereas a CT-proET-1 > 123 pmol/L had 77% sensitivity and 84% specificity, and a PCT concentration > 2.05 ng/mL had 80% sensitivity and specificity. Conclusions: In critically ill children, high levels of MR-proADM, CT-proET-1 and PCT were associated with increased prediction of mortality risk scores. MR-proADM, CT-proET-1 and PCT concentrations higher than 0.80 nmol/L, 123 pmol/L and 2 ng/mL, respectively, could be used by clinicians to identify critically ill children at higher prediction of risk death scores.