Intensive care unit (ICU) hospitalization involves critically ill patients with multiple diseases and possible complications, including malnutrition, which increases hospital stay and mortality. Therefore, identifying the patient’s prior nutritional state, following up during hospitalization, and implementing early intervention positively affect patient’s vital situations at discharge. The objective of this study is to determine the nutritional state of patients admitted to an ICU in Cali (Colombia) in 2019 and its association with immunological and biochemical parameters and mortality observed during hospitalization. This was an observational, analytical, and retrospective study of patients admitted to an ICU in a clinic in Cali (Colombia) from 1 January to 31 March 2019. The association between their nutritional state and outcome variables such as hospital stay, immunological and biochemical function, and mortality was analyzed. Logistic regression was used to predict patients’ vital status at hospital discharge. In terms of the nutritional level, low weight was observed in 17.5% patients, and overweight/obesity was observed in 53.5% of the population. Nutritional state was associated with leukocytosis. The patients with lymphocytosis had longer hospital stays than those with normal lymphocyte ranges. Age, blood leukocytes, and creatinine and potassium levels increased the risk of mortality. Lymphocyte values have been used as predictors of severity and hospitalization time. The scientific literature has also evidenced a higher leukocyte count in people with obesity, and such leukocytosis is associated with the risk of mortality. The results of blood and laboratory tests determining kidney function and blood electrolytes allow for the prediction of mortality risk in critically ill patients.