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Abstract Background Malnutrition is common in patients with acute myocardial infarction (AMI) and is associated with a poor prognosis. The prognostic value of the prognostic nutritional index (PNI) in patients with AMI remains controversial. We aimed to explore the relationship between PNI and all-cause mortality in critically ill patients with AMI and evaluate the incremental prognostic value of PNI to commonly used prognostic assessment tools. Methods The Medical Information Mart for Intensive Care-IV (MIMIC-IV) database was used to conduct a retrospective cohort analysis on 1180 critically ill patients with AMI. The primary endpoints were defined as 6-month and 1-year all-cause mortality. Cox regression analysis was used to investigate the relationship between admission PNI and all-cause mortality. The effect of adding PNI to sequential organ failure assessment (SOFA) score, or charlson comorbidity index (CCI) on its discriminative ability was assessed using C-statistic, net reclassification improvement (NRI), and integrated discrimination improvement (IDI). Results Multivariate cox regression analysis demonstrated that the low PNI was regarded as an independent predictor of 1-year all-cause mortality in AMI patients admitted to ICU (adjusted Hazard Ratio: 95% CI = 1.75 (1.22–2.49)). The ROC test showed that admission PNI had a moderate predictive ability to predict all-cause mortality of critically ill patients with AMI. Furthermore, the net reclassification and integrated discrimination of the CCI alone model improved significantly with PNI. [C-statistic increased from 0.669 to 0.752, p < 0.001; NRI = 0.698, p < 0.001; IDI = 0.073, p < 0.001]. When PNI was added to the SOFA score, the C-statistic significantly improved from 0.770 to 0.805 (p < 0.001), and the NRI and IDI were estimated at 0.573 (p < 0.001) and 0.041 (p < 0.001), respectively. Conclusion PNI could be a novel predictor for identifying patients at high risk of 1-year all-cause mortality in critically ill patients with AMI. The addition of PNI to the SOFA score or CCI may be useful for very early risk stratification.