Systemic lupus erythematosus (SLE) is characterized with aberrant responses in the immune systems and lupus nephritis (LN) is one of the most serious complications of SLE. This study evaluated the clinical significance of different nutritional indices in 207 renal biopsy-proven LN patients. The clinical and laboratory data were reviewed, and five different nutritional indices were calculated: (i) Controlling nutritional status (CONUT) score; (ii) prognostic nutritional index (PNI); (iii) nutritional risk index; (iv) neutrophil-to-lymphocyte ratio; and (v) body mass index. The factors associated with end-stage renal failure (ESRF) were assessed using a Cox-proportional hazard analysis. The patients with ESRF had significantly lower median PNI (31.1 vs. 34.7, p = 0.012) than those without ESRF at baseline. The CONUT score and PNI had the highest correlation between the SLE disease activity index-2000 (r = 0.467 and p = -0.356, all p < 0.001) and was significantly associated with SLE activity-related measures. In the Cox-proportional hazard analysis, PNI (odds ratio 0.925, 95% confidence interval 0.865-0.989, p = 0.022) was independently associated with ESRF along with creatinine and chronicity index, and the renal survival rate was significantly lower in patients with PNI ≤35.41 than in those with PNI >35.41 (p = 0.003). Among nutritional indices, the CONUT score and PNI better correlated with disease activity and PNI was associated with ESRF.