Objectives: The principal objective of this study was to assess the predictive efficacy of the global immune–nutrition–inflammation index (GINI) and the albumin–bilirubin (ALBI) score among patients receiving chemoradiotherapy for esophageal cancer. Methods: A retrospective analysis was conducted on 46 patients who received definitive or neoadjuvant radiotherapy for esophageal cancer at our institution. Blood samples were collected from these patients prior to the initiation of radiotherapy to measure the biomarkers, including the C-reactive protein (CRP), neutrophil–lymphocyte ratio (NLR), platelet–lymphocyte ratio (PLR), monocyte–lymphocyte ratio (MLR), the global immune–nutrition–inflammation index (GINI), and the albumin–bilirubin (ALBI) grade. The predictive significance of these biomarkers for progression-free survival (PFS) and overall survival (OS) was evaluated using both univariate and multivariate Cox regression analyses. Results: The median follow-up time for this study was 19.5 months (range: 2.6–166.3 months). Univariate analysis revealed that the platelet count (p = 0.003) and monocyte count (p = 0.04) were significant predictors of PFS. In the multivariate analysis, only the platelet count (p = 0.005) remained an independent predictor of PFS. Univariate analysis demonstrated that the neutrophil count (p = 0.04), lymphocyte count (p = 0.01), NLR (p = 0.005), PLR (p = 0.004), CRP (p = 0.02), ALBI grade (p = 0.01), and GINI (p = 0.005) were significant predictors of OS. Multivariate analysis identified the GINI as a predictor of OS, approaching statistical significance (p = 0.08). Conclusion: The results of our study indicate that the pretreatment GINI and ALBI grades are significantly and independently associated with the OS rates in patients with esophageal cancer who are undergoing chemoradiotherapy.