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Severe Mycoplasma pneumoniae pneumonia (MPP) in children is associated with immune dysregulation and unfavorable outcomes; however, the clinical significance of routinely measured immune and inflammatory markers remains uncertain. This retrospective exploratory study evaluated factors associated with poor prognosis and the individual discriminatory performance of immunoglobulin A (IgA), immunoglobulin G (IgG), immunoglobulin M (IgM), and C-reactive protein (CRP). A total of 172 children with MPP treated between April 2018 and April 2021, and 40 healthy controls were included. Biomarker levels were compared across disease severity and prognostic groups. Individual receiver operating characteristic (ROC) curve analyses and exploratory logistic regression were performed. Serum IgA, IgG, and IgM levels were significantly lower, whereas CRP levels were significantly higher, in children with severe disease and in those with poor prognosis than in the corresponding comparison groups (P < 0.05). The areas under the ROC curve (AUCs) for IgA, IgG, IgM, and CRP were 0.788, 0.707, 0.696, and 0.796, respectively. Fever duration, lesion type, immune dysfunction, elevated CRP, and extrapulmonary complications differed significantly between the prognostic groups. Exploratory multivariable analysis identified immune dysfunction and extrapulmonary complications as independent factors associated with poor prognosis. These findings support further investigation of immune and inflammatory biomarkers for risk stratification in children with severe MPP; however, prospective studies are needed to validate their clinical utility, and the present results should not be interpreted as a validated clinical prediction model.