Although pressure injury (PI) is preventable, the number of patients developing this type of injury is still high. In this prospective cohort study, we aimed to assess whether high risk for undernutrition was a risk factor for PI in 1937 patients aged ≥18 at six hospitals in Sao Paulo, Brazil. Patients' risk for undernutrition was assessed using three unique screening tools. Risk for PI was assessed using the Braden Scale. Data were analysed using Poisson regression with robust variance (95% CI, P ≤ .05). While 57.1% of patients were at risk for undernutrition in the Nutritional Risk Screening (NRS 2002), only 36.8% and 2.6% were at risk in the Braden Scale Nutrition Subscale (BSNS) and Subjective Global Assessment of Nutritional Status (SGANS), respectively. The cumulative incidence rate was 5.9%. Of those who developed PI, 91.2%, 56.2%, and 18.4% were at risk for undernutrition in the NRS 2002, BSNS, and SGANS scales, respectively. We found a significantly higher risk for PI in patients who were at risk for undernutrition compared with those who were not at risk, supporting previous evidence about the role of undernutrition as a key risk factor for PI in hospitalised patients.