Diagnosis of gastrointestinal GVHD (GI-GVHD) is based on clinical symptoms and histologic findings. No biomarkers predicting responses to treatment are routinely available even though 30% to 50% of patients will not respond to corticosteroids. In this study, we aimed to evaluate fecal calprotectin, α-1-antitrypsin (α(1)-AT), and elastase at the time of first symptoms as diagnostic and prognostic tools for GI-GVHD in 72 consecutive patients, of whom 51 developed GI-GVHD. The prognostic value of markers was evaluated by their association with complete response (CR) and steroid-resistant (SR) GVHD. Calprotectin and α(1)-AT concentrations increased with GI-GVHD initial stages but patients with initial stage 1 GI-GVHD had similar marker levels to patients without GI-GVHD, so sensitivity to diagnose GI-GVHD was weak. In contrast, calprotectin and α(1)-AT were predictors for SR-GVHD and CR. Multiple regression modeling identified calprotectin and α(1)-AT concentration as independently predicting SR-GVHD together with initial stage > 2 GI-GVHD. Our results showed that fecal calprotectin and α(1)-AT levels at the time of diagnosis are predictive for responses to treatment but are not diagnostic markers for initial stage 1 to 3 GI-GVHD.