Objective: This study aimed to investigate the prognostic value of two novel systemic inflammatory indices—the Aggregate Systemic Inflammation Index (AISI) and the Systemic Inflammatory Response Index (SIRI)—in predicting preterm delivery and associated neonatal outcomes. Methods: A retrospective, descriptive, cross-sectional study was conducted using the electronic health records of 1056 pregnant women admitted to a tertiary university hospital between 2020 and 2025. Pregnancies were classified into preterm (n = 528) and term (n = 528) groups. Demographic, obstetric, neonatal, and laboratory data were analyzed. Results: The AISI and SIRI values in the first trimester and at admission were significantly higher in the preterm delivery group than in the term delivery group (p < 0.001). Elevated AISI and SIRI levels correlated with lower 1st- and 5th-minute APGAR scores (p < 0.001) and higher neonatal intensive care unit (NICU) admission rates (35.8% vs. 4.5%; p < 0.001). The AISI cut-offs were 399.2 for preterm delivery (59.7% sensitivity, 59.8% specificity), 558.8 for NICU admission (79.3% sensitivity, 79.2% specificity), 694.0 for RDS (87.8% sensitivity, 87.8% specificity), 602.1 for sepsis (79.6% sensitivity, 79.2% specificity), and 753.8 for congenital pneumonia (81.6% sensitivity, 81.9% specificity). The SIRI cut-offs were 1.7 for preterm delivery (59.1% sensitivity, 58.9% specificity), 2.4 for NICU admission (81.7% sensitivity, 81.6% specificity), 3.1 for RDS (89.0% sensitivity, 89.5% specificity), 3.0 for sepsis (85.8% sensitivity, 85.7% specificity), and 3.4 for congenital pneumonia (85.7% sensitivity, 83.8% specificity). Conclusions: The AISI and SIRI showed significant predictive utility for neonatal morbidity in preterm delivery. The use of these markers in clinical practice may improve neonatal outcomes by enhancing the early diagnosis and management of high-risk pregnancies.