The study investigated the predictive value of nutritional status for response to neoadjuvant immunotherapy in patients with locally advanced MSS/pMMR colorectal cancer. Data from 255 patients were analyzed, and age, post-treatment CEA levels and changes in GNRI index were identified as independent predictors of pathologic complete response (pCR). Younger age, lower post-treatment CEA levels, and an increase in the GNRI index during treatment were associated with a higher probability of pCR. Based on these variables, a predictive model and nomogram with good accuracy and clinical utility were created. These tools can help in the individualized prediction of response to immunotherapy. The study suggests that the patient's nutritional status plays an important role in the response to immunotherapy. The results provide the basis for future studies aimed at combining nutritional interventions with immunotherapy.