This study was to evaluate the prognostic value of pretreatment inflammatory indexes including neutrophil-to-lymphocyte ratio (NLR), platelet-to-lymphocyte ratio (PLR), lymphocyte-to-monocyte ratio (LMR), and systemic immune-inflammation index (SII) in colorectal cancer (CRC) patients receiving neoadjuvant chemoradiotherapy (CRT). We enrolled 98 eligible CRC patients and divided them into high or low NLR, PLR, LMR, and SII groups according to their median index value, respectively. Univariate and multivariate analysis were performed to identify the potential predictors of progression-free survival (PFS) and overall survival (OS). In the univariate analysis, ECOG performance status, distant metastasis, NLR, PLR, LMR, and SII were found to be significantly associated with PFS and OS. In the multivariate analysis, ECOG performance status, distant metastasis, and NLR were identified to be independent predictors of PFS (HR 2.487, p = 0.012; HR 2.422, p = 0.042; HR 2.243, p = 0.034, respectively), and OS (HR 2.237, p = 0.018; HR 2.757, p = 0.020; HR 2.336, p = 0.017, respectively). The results of our study revealed that ECOG performance status, distant metastasis and NLR were independent prognostic factors of PFS and OS in CRC patients receiving neoadjuvant CRT.