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Osteoporosis is a major public health problem in aging populations and is increasingly linked to interactions between nutritional status and systemic inflammation. The Prognostic Nutritional Index (PNI) and the Advanced Lung Cancer Inflammation Index (ALI) are established immunonutritional markers in oncology, but their associations with osteoporosis in the general population remain unclear. We examined the cross-sectional associations of PNI and ALI with osteoporosis and compared the consistency of these associations across analytic strategies. We conducted a cross-sectional analysis of adults from the National Health and Nutrition Examination Survey 1999-2018. A total of 18,497 participants with valid dual-energy X-ray absorptiometry-derived bone mineral density data and complete components for PNI and ALI calculation were included. Osteoporosis was defined as a femoral neck or lumbar spine T-score ≤ -2.5. Survey-weighted multivariable logistic regression models were used to estimate odds ratios (ORs) and 95% confidence intervals (CIs). Sensitivity analyses using calibration-based balancing weights and restricted cubic splines were performed. In fully adjusted models, ALI showed a consistent inverse association with prevalent osteoporosis. Participants in the highest ALI quartile had significantly lower odds of osteoporosis than those in the lowest quartile (OR 0.590, 95% CI 0.447-0.778; P < .001), and this association remained significant in sensitivity analyses (OR 0.79, 95% CI 0.64-0.97; P = .027). PNI was inversely associated with osteoporosis in continuous analyses (OR 0.782 per 1-SD increase; P = .011), but this association was attenuated in categorical analyses and not significant in sensitivity analyses. Dose-response analyses suggested an approximately linear inverse relationship for ALI, whereas results for PNI were less consistent. Both PNI and ALI were associated with osteoporosis in US adults, but ALI showed a more consistent inverse association across analytical strategies. As a composite index integrating body mass index, albumin, and the neutrophil-to-lymphocyte ratio, ALI may warrant further evaluation as a practical composite marker associated with bone health. Given the cross-sectional design, these findings should be interpreted as associational rather than causal.