Background: The integration of chemotherapy and immunotherapy as a first-line treatment for extensive-stage small cell lung cancer (ES-SCLC) has been adopted in clinical practice, yet the response to immune checkpoint inhibitors (ICIs) is variable, benefiting only a fraction of patients. The current absence of reliable biomarkers for predicting treatment response and prognosis represents a significant gap in knowledge, hindering the optimization of patient stratification and treatment planning. This retrospective cohort study aims to assess the potential predictive and prognostic significance of clinicopathological baseline features in ES-SCLC patients., Methods: Our study retrospectively analyzed the data of consecutive patients with ES-SCLC treated with first-line etoposide plus platinum chemotherapy ± immunotherapy at The Affiliated Lihuili Hospital of Ningbo University from April 2017 to April 2023. Data on clinical information, serum laboratory indicators, pathological immunohistochemical markers, and progression-free survival (PFS) times were collected. Univariate and multivariate Cox regression analyses were employed to determine whether these indicators could serve as independent prognostic factors for PFS. Further, potential predictive markers for treatment efficacy were identified using a Cox regression model that incorporated an interaction term between treatment modality and the indicator., Results: A total of 121 patients with ES-SCLC were enrolled in the study, of whom 62 received chemotherapy alone, and 59 received chemotherapy in combination with immunotherapy. Compared to chemotherapy alone, the addition of immunotherapy to first-line chemotherapy significantly extended the PFS time [P<0.001; hazard ratio (HR) =0.42; 95% confidence interval (CI): 0.28, 0.64] of the ES-SCLC patients. The multivariate analysis revealed that an immunochemotherapy regimen (P<0.001, HR =0.40; 95% CI: 0.24, 0.68), a low-density lipoprotein (LDL) level of >1.8 mmol/L (P=0.02; HR =0.41; 95% CI: 0.20, 0.85) were independent prognostic factors of favorable PFS in the first-line treatment of all ES-SCLC, while a lactate dehydrogenase (LDH) level of >273 U/L (P=0.04; HR =1.78; 95% CI: 1.03, 3.07), a neuron-specific enolase (NSE) concentration of >102.6 ng/mL (P=0.009; HR =6.49; 95% CI: 1.60, 26.32), an apolipoprotein A1 (ApoA1) concentration of >0.9 g/L (P<0.001; HR =4.15; 95% CI: 1.98, 8.71), and an apolipoprotein B (ApoB) concentration of >0.8 g/L (P=0.002; HR =2.24; 95% CI: 1.34, 3.75) were independent prognostic factors of poorer PFS. Further, the interaction effect analysis demonstrated that an LDL level of >1.8 mmol/L and the absence of bone metastasis were potential predictors of an improved response to ICI therapy compared to chemotherapy alone., Conclusions: This study showed the survival benefit of receiving a chemoimmunotherapy regimen as the first-line treatment in a real-world scenario. It also suggests the prognostic significance of pre-treatment LDL, LDH, NSE, ApoA1, and ApoB with optimal cut-off values in the first-line treatment of all ES-SCLC, and the potential utility of baseline LDL level or the presence of bone metastasis in guiding first-line treatment strategies., Competing Interests: Conflicts of Interest: All authors have completed the ICMJE uniform disclosure form (available at https://jtd.amegroups.com/article/view/10.21037/jtd-24-929/coif). A.R. serves as an unpaid editorial board member of Journal of Thoracic Disease from August 2023 to July 2025. A.R. reports stock options by IQVIA Holdings Inc. The other authors have no conflicts of interest to declare., (2024 Journal of Thoracic Disease. All rights reserved.)