The prognostic role of the triglyceride-glucose-body mass index (TyG-BMI), a surrogate marker for insulin resistance, in small cell lung cancer (SCLC) patients treated with immune checkpoint inhibitors remains undefined. In this multicenter retrospective study, SCLC patients who initiated first-line chemoimmunotherapy or chemotherapy alone between March 2015 and December 2023 were enrolled. The association between baseline TyG-BMI index and survival was analyzed using Kaplan-Meier and Cox regression methods. A prognostic nomogram was developed and validated via time-dependent ROC and calibration analyses. Among 437 patients, a low TyG-BMI index was significantly associated with improved overall survival (OS) in the chemoimmunotherapy cohort (P < 0.001). In the chemotherapy-alone cohort, a high index predicted worse progression-free survival (PFS, P = 0.031). The TyG-BMI index was an independent prognostic factor for both PFS (HR = 1.44, P = 0.005) and OS (HR = 1.42, P = 0.002). The nomogram demonstrated good predictive accuracy for OS (9-18 month AUCs: 0.72-0.73; C-index=0.66, 95 % CI: 0.63-0.69) and was well-calibrated. The baseline TyG-BMI index is a treatment-specific prognostic biomarker. A low index identifies SCLC patients most likely to achieve long-term survival benefit from chemoimmunotherapy, offering a practical tool for risk stratification and therapeutic guidance.