Clinical utility of new biomarkers often requires the identification of their optimal threshold. This external validation study was conducted to assess the performance of the preoperative plasma tumor markers HE4 and CA125 optimal cut-offs to predict cancer mortality in women with epithelial ovarian cancer (EOC). Participating women had upfront debulking surgery in the University Hospital of Quebec City (Canada) between 1998 and 2013. A total of 136 women participated in the training cohort (cohort 1) and 177 in the validation cohort (cohort 2). Preoperative plasma HE4 and CA125 levels were measured by Elecsys. Optimal thresholds were identified in the cohort 1 using time-dependent receiver operating characteristic (ROC) curves. Multivariate Cox models were used to validate the biomarkers using their optimal cut-offs in the cohort 2. The likelihood ratio (LR) test was done to test whether the biomarkers added prognostic information beyond that provided by standard prognostic factors. The Areas Under the Curves (AUC) for HE4 and CA125 were respectively 64.2 (95% CI: 54.7-73.6) and 63.1 (95%CI: 53.6-72.6). The optimal thresholds were 277 pmol/L for HE4 and 282 U/ml for CA125. Preoperative plasma HE4 (≥277 pmol/L) was significantly associated with EOC mortality (adjusted hazard ratio (aHR): 1.90; 95% CI:1.09-3.29). The prognostic effect of HE4 was strongest in the subgroup of women with serous ovarian cancer (aHR: 2.42; 95% CI: 1.25-4.68). Using a multivariate model including all standard prognostic factors, this association was maintained (aHR: 2.21; 95% CI: 1.15-4.23). In addition, preoperative plasma HE4 added prediction for death over the standard prognostic markers in women with serous tumors (p-value for LR-test: 0.01). Preoperative CA125 was not associated with cancer mortality, both in women with EOC and in those with serous tumors. Preoperative HE4 is a promising prognostic biomarker in EOC, especially in serous tumor.