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Simple Summary: Inflammation plays a critical role in the progression of colorectal cancer (CRC). Peripheral blood cell counts could reflect the extent of systemic inflammation and are readily available in clinical practice. The aim of our study was to construct a novel prognostic inflammatory index (PII) by integrating the blood cell counts associated with prognosis and to evaluate and validate the prognostic value of PII in two independent CRC cohorts. Multivariate Cox analyses in the training cohort of 4154 CRC patients indicated that high OS-PII (>4.27) and high DFS-PII (>4.47) were significantly associated with worse OS (HR: 1.330, p < 0.001) and worse DFS (HR: 1.366, p < 0.001), which has been validated in the external validation cohort of 5161 patients. Both OS-PII and DFS-PII have a stable prognostic performance at various follow-up times, and the nomograms based on OS-PII and DFS-PII achieved good accuracy in personalized survival prediction of patients with CRC. Host inflammation is a critical component of tumor progression and its status can be indicated by peripheral blood cell counts. We aimed to construct a comprehensively prognostic inflammatory index (PII) based on preoperative peripheral blood cell counts and further evaluate its prognostic value for patients with colorectal cancer (CRC). A total of 9315 patients with stage II and III CRC from training and external validation cohorts were included. The PII was constructed by integrating all the peripheral blood cell counts associated with prognosis in the training cohort. Cox analyses were performed to evaluate the association between PII and overall survival (OS) and disease-free survival (DFS). In the training cohort, multivariate Cox analyses indicated that high OS-PII (>4.27) was significantly associated with worse OS (HR: 1.330, 95% CI: 1.189–1.489, p < 0.001); and high DFS-PII (>4.47) was significantly associated with worse DFS (HR: 1.366, 95% CI: 1.206–1.548, p < 0.001). The prognostic values of both OS-PII and DFS-PII were validated in the external validation cohort. The nomograms achieved good accuracy in predicting both OS and DFS. Time-dependent ROC analyses showed that both OS-PII and DFS-PII have a stable prognostic performance at various follow-up times. The prognostic value of tumor-node-metastasis staging could be enhanced by combining it with either OS-PII or DFS-PII. We demonstrated that PIIs are independent prognostic predictors for CRC patients, and the nomograms based on PIIs can be recommended for personalized survival prediction of patients with CRC. [ABSTRACT FROM AUTHOR]