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Background: Despite initial response to chemotherapy, the prognosis of small cell lung cancer (SCLC) patients is limited. Following first-line therapy, the strongest predictor of durable progression-free survival (PFS) is remission quality. Febrile neutropenia (FN) is a frequent complication after chemotherapy, and its prevention could improve treatment density and degree of remission. Patients and Methods: We retrospectively analyzed 39 SCLC patients treated at a German tertiary care lung cancer center between 2013 and 2016. We extracted data sets from electronic records and analyzed anthropometric data, pretherapeutic blood values, and prognostic scores. Discriminant analysis was performed to predict FN. Results: PFS after first-line chemotherapy was significantly shorter in patients with FN (p = 0.003). Pretherapeutic albumin (p = 0.019), C-reactive protein (CRP; p < 0.001), lactate dehydrogenase (p = 0.041), neutrophil-to-lymphocyte ratio (p = 0.009), prognostic nutritional index (p = 0.018), and Glasgow prognostic score (p < 0.001) were significantly associated with FN. CRP in combination with absolute neutrophil count is a strong predictor of FN (positive predictive value 79.8%). Conclusion: SCLC patients with FN after chemotherapy showed significantly reduced PFS. Prevention of FN may improve treatment results. We identified pretherapeutic markers which can predict FN risk. This simple and cost-effective method could serve to identify the need for preventive measures against FN (e.g., prophylactic antibiotic treatment or granulocyte colony stimulating factor administration).