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Background A low fT3/fT4 ratio has been associated with poorer prognosis in several diseases. Inflammatory indexes (IIs) and the skeletal muscle index (SMI) are established prognostic factors in various cancer types. However, their interplay and individual contributions to the prognosis of cervical cancer remain unclear. This study aimed to evaluate the impact of these biomarkers on survival outcomes in cervical cancer patients treated with innovative immunotherapy. Methods This retrospective study included 101 patients with cervical cancer treated with cemiplimab at 12 Italian oncology centres. Patients with thyroid comorbidities or missing fT3/fT4 ratio data were excluded. The primary endpoint was overall survival (OS) in relation to the fT3/fT4 ratio. Secondary endpoints included progression‐free survival (PFS) and correlations between the fT3/fT4 ratio, ECOG Performance Status, IIs and SMI. Results An optimal fT3/fT4 cutoff for OS prediction was identified at 0.29. Median OS was 10.9 months for patients with a low fT3/fT4 ratio, while it was not reached for those with high fT3/fT4 levels (HR = 2.70; 95% CI: 1.17–6.22; p = 0.02). Multivariate analysis confirmed that both the fT3/fT4 ratio and ECOG PS independently influenced OS. Among the IIs analysed, the systemic inflammatory index (SII) demonstrated the strongest correlation with fT3/fT4 levels (OR = 3.82; 95% CI: 1.39–10.50; p = 0.0092). Exploratory analysis also revealed significantly lower SMI values in patients with lower fT3/fT4 ratios (p = 0.034). Conclusions This study highlights the prognostic significance of the fT3/fT4 ratio, IIs, and SMI in cervical cancer patients treated with cemiplimab. Given the exploratory nature of these findings, further validation in larger, prospective cohorts is warranted to support their integration into clinical practice and the development of innovative prognostic tools.