Background: Peripheral blood inflammation indices, including the neutrophil-to-lymphocyte ratio (NLR), platelet-to-lymphocyte ratio (PLR), and systemic immune-inflammation index (SII), have become research hotspots in the diagnosis, treatment, and prognosis prediction of breast cancer, whereas existing research findings remain controversial. Methods: Data pertaining to 1808 breast cancer patients were collected retrospectively to analyze the predictive value of NLR/PLR/SII for breast cancer clinicopathological characteristics, chemotherapy response, and relapse. 1489, 258, and 53 eligible breast cancer patients entered into the three analyses, respectively. Logistic regression analyses were used to assess the correlation between these indices and poor response to chemotherapy. A predictive scoring model was established to predict chemotherapeutic responses based upon the odds ratio values of significant variables identified in logistic regression analyses. Results: Higher pretherapeutic NLR/PLR/SII values were significantly correlated with higher tumor stage, triple-negative breast cancer, premenopausal status, and younger age. Logistic regression analyses indicated that pretherapeutic high SII (as a continuous variable or with a cut-off value of 586.40) and HER2-negative status were independent predictors of poor response to neoadjuvant chemotherapy. A first-in-class SII-based predictive scoring model well distinguished patients who might not benefit from neoadjuvant chemotherapy, with an area under the curve of 0.751. In HR-positive cancers, SII was more strongly associated with clinicopathological features and chemotherapy response. In addition, a receiver operating characteristic curve analysis indicated that the specificity of follow-up SII in identifying cancer relapse was greater than 98.0% at a cut-off value of 900. Conclusion: As a predictor of breast cancer, especially in the HR-positive subtype, SII may eclipse NLR/PLR. SII-high patients are more likely to have a worse chemotherapy response and a higher risk of recurrence.