Background: The aim of this study was to evaluate different preoperative immune, inflammatory, and nutritional scores and their best cut-off values as predictors of poorer overall survival (OS) and disease-free survival (DFS) in patients who underwent curative gastric cancer resection. Methods: This was a retrospective observational multicentre study based on data of the Spanish EURECCA Esophagogastric Cancer Registry. Time-dependent Youden index and log-rank test were used to obtain the best cut-offs of 18 preoperative biomarkers for OS and DFS. An adjusted Cox model with variables selected by bootstrapping was used to identify the best preoperative biomarkers, which were also analysed for every TNM stage. Results: High neutrophil-to-lymphocyte ratio (NLR), high monocyte systemic inflammation index (moSII), and low prognostic nutritional index (PNI) were identified as independent predictors of poor outcome: NLR > 5.91 (HR:1.73; 95%CI [1.23–2.43]), moSII >2027.12 (HR:2.26; 95%CI [1.36–3.78]), and PNI >40.31 (HR:0.75; 95%CI [0.58–0.96]) for 5-year OS and NLR > 6.81 (HR:1.75; 95%CI [1.24–2.45]), moSII > 2027.12 (HR:2.46; 95%CI [1.49–4.04]), and PNI > 40.31 (HR:0.77; 95%CI [0.60,0.97]) for 5-year DFS. These outcomes were maintained in the whole cohort for NLR and moSII (p < 0.05) but not in stage II and for PNI in all tumoral stages. The associations of NLR-PNI and moSII-PNI were also a relevant prognostic factor for OS. Conclusions: High NLR, high moSII (for stages I and III), and low PNI (regardless of tumour stage) were the most promising preoperative biomarkers to predict poor OS and DFS in gastric cancer patients treated with curative intent.