Abstract Background Delayed intubation is associated with high mortality. There is a lack of objective criteria to decide the time of intubation. We assessed a recently described combined oxygenation index (ROX index) to predict intubation in immunocompromised patients. The study is a secondary analysis of randomized trials in immunocompromised patients, including all patients who received high-flow nasal cannula (HFNC). The first objective was to evaluate the accuracy of the ROX index to predict intubation for patients with acute respiratory failure. Results In the study, 302 patients received HFNC. Acute respiratory failure was mostly related to pneumonia (n = 150, 49.7%). Within 2 (1–3) days, 115 (38.1%) patients were intubated. The ICU mortality rate was 27.4% (n = 83). At 6 h, the ROX index was lower for patients who needed intubation compared with those who did not [4.79 (3.69–7.01) vs. 6.10 (4.48–8.68), p