Objective Malnutrition is prevalent among patients with chronic obstructive pulmonary disease（COPD） and closely associated with adverse outcomes. This study aimed to evaluate the effectiveness of three nutritional indices in predicting all-cause mortality among COPD patients. Methods Based on the National Health and Nutrition Examination Survey（NHANES），this study included 1640 patients with COPD surveyed from 1999 to 2018. The optimal cutoff values for controlling nutritional status（CONUT） score，geriatric nutritional risk index（GNRI），and prognostic nutritional index（PNI） were determined using receiver operating characteristic curves. The predictive value of these nutritional indices was assessed using the area under the receiver operating characteristic curve and C-index. Their predictive abilities were compared using the net reclassification improvement and integrated discrimination improvement. A Cox regression analysis was conducted to explore the association of the three nutritional indices with all-cause mortality. Results Log-rank tests revealed lower overall survival rates in patients with higher nutritional risks（P<0.001）. In multivariate Cox regression adjusting for all covariates，CONUT score（hazard ratio ［HR］=1.31，95%CI=1.03-1.67，P=0.030），GNRI（HR=2.02，95%CI=1.26-3.24，P=0.004），and PNI（HR=2.05，95%CI=1.53-2.75，P<0.001） were independently associated with all-cause mortality. Conclusion This study confirms that the three nutritional indices are effective predictors of all-cause mortality in COPD patients. Compared with PNI，CONUT score and GNRI demonstrate improved predictive abilities，and they are recommended for routine screening for high-risk malnutrition in COPD patients.