Background: The neutrophil-to-lymphocyte ratio (NLR), platelet-to-lymphocyte ratio (PLR) and systemic immune-inflammation index (SII) are readily available circulatory immunity markers that are associated with components of frailty. However, few studies have investigated the relationship between these immunity markers and frailty, and it remains unknown whether they are predictive of incident frailty in older adults in general. Hence, we aimed to examine the association of these immunity markers with the risk of incident frailty. Results: Overall, 1822 older adults (mean age was 78.03 ± 4.46 years) were included in the Rugao Longitudinal Aging Study. NLR, PLR and SII were calculated from blood cell counts. The frailty definition was based on the Fried phenotype. At baseline, 200 (10.98%) individuals were defined as frailty, and no significant associations of NLR, PLR and SII with frailty were found. During the 2-year follow-up, 180 (15.67%) individuals were new-onset frailty. After adjustment, an increased logNLR (odds ratio [OR] 2.92, 95% confidence interval [CI] 1.20–7.18), logPLR (OR 2.54, 95% CI: 1.01–6.53) and logSII (OR 2.34, 95% CI: 1.16–4.78) were significantly associated with a higher risk of incident frailty in all individuals. Additionally, the associations of logNLR (OR 4.21, 95% CI 1.54–11.62 logPLR (OR 3.38, 95% CI: 1.17–9.91) and logSII (OR 2.56, 95% CI: 1.15–5.72) with incident frailty were remained after excluding individuals with comorbidities. In further analyzed, individuals with higher levels of NLR and SII had higher risk of incident frailty when we stratified individuals by quartiles of these immunity markers. Conclusion: NLR and SII are easily obtained immunity markers that could be used to predict incident frailty in clinical practice.