Nutrition risk is prevalent in intensive care unit (ICU) settings and related to poor prognoses. We aimed to evaluate the concurrent and predictive validity of different nutrition risk screening tools in the ICU. Data were collected between 2019 and 2022 in six ICUs (n = 450). Nutrition risk was evaluated by modified Nutrition Risk in Critically ill (mNUTRIC), Nutritional Risk Screening (NRS-2002), Malnutrition Screening Tool (MST), Malnutrition Universal Screening Tool (MUST), and Nutritional Risk in Emergency (NRE-2017). Accuracy and agreement of the tools were assessed; logistic regression was used to verify the association between nutrition risk and prolonged ICU stay; Cox regression was used for mortality in the ICU, both with adjustment for confounders. NRS-2002 ≥5 showed the best accuracy (0.63 [95% CI, 0.58-0.69]) with mNUTRIC, and MST with NRS-2002 ≥5 (0.76 [95% CI, 0.71-0.80]). All tools had a poor/fair agreement with mNUTRIC (k = 0.019-0.268) and moderate agreement with NRS-2002 ≥5 (k = 0.474-0.503). MUST (2.26 [95% CI 1.40-3.63]) and MST (1.69 [95% CI, 1.09-2.60]) predicted death in the ICU, and the NRS-2002 ≥5 (1.56 [95% CI 1.02-2.40]) and mNUTRIC (1.86 [95% CI, 1.26-2.76]) predicted prolonged ICU stay. No nutrition risk screening tool demonstrated a satisfactory concurrent validity; only the MUST and MST predicted ICU mortality and the NRS-2002 ≥5 and mNUTRIC predicted prolonged ICU stay, suggesting that it could be appropriate to adopt the ESPEN recommendation to assess nutrition status in patients with ≥48 h in the ICU.