Background: The Prognostic Nutritional Index (PNI), an integrative measure of body's immune and nutritional status, has demonstrated its prognostic value across a range of diseases. However, its role in critically ill patients with Chronic Obstructive Pulmonary Disease (COPD) remains unclear. This study investigates the association between PNI levels and clinical outcomes in critically ill COPD patients, with a focus on identifying its role as a potential predictor of mortality. Methods: A retrospective analysis of 1,250 critically ill COPD patients from the MIMIC-IV (v2.2) database was conducted. Patients were grouped by PNI tertiles. Primary and secondary outcomes were 28-day and 90-day mortality, respectively. Associations were evaluated using restricted cubic splines, Cox proportional hazards regression analysis, and Kaplan-Meier survival curves. The predictive performance of PNI was assessed via receiver operating characteristic (ROC) curves analysis, and a nomogram integrating Boruta-selected features was developed to enhance clinical utility. Results: The final cohort comprised 1,250 critically ill COPD patients, with observed mortality rates of 25.3% and 33.2% at 28 and 90 days, respectively. Higher PNI levels were associated with reduced risk of both 28-day and 90-day mortality [28-day HR: 0.95 (95% CI: 0.93-0.97), P < 0.001; 90-day HR: 0.94 (95% CI: 0.93-0.96), P < 0.001]. Restricted cubic spline analysis confirmed this trend. Furthermore, ROC analysis demonstrated the utility of PNI as a predictor for 28-day mortality (AUC: 0.61). Boruta-selected features reinforced the importance of PNI, and the constructed nomogram exhibited excellent predictive accuracy (AUC: 0.712). Conclusion: Higher PNI is linked to reduced mortality risk in critically ill COPD patients, indicating its potential as a prognostic marker.