Aims Cardiogenic shock (CS) is known to induce an inflammatory response. The prognostic utility of this remains unclear. To investigate the association between C-reactive protein (CRP) levels and leucocyte count and mortality in patients with acute myocardial infarction complicated by CS (AMICS). Methods and results Consecutive patients (N = 1716) admitted between 2010 and 2017 with an individually validated diagnosis of AMICS were included. The analysis was restricted to patients alive at 48 h after first medical contact and a valid CRP and leucocyte measurement at 48 ± 12 h from the first medical contact. A combined inflammatory score for each patient was computed by summing the CRP and leucocyte count z-scores to normalize the response on a standard deviation scale. Associations with mortality were analysed using a multivariable Cox proportional hazards model stratified by inflammatory response quartiles: Of the 1716 patients in the cohort, 1111 (64.7%) fulfilled inclusion criteria. The median CRP level at 48 h was 145 mg/dL [interquartile range (IQR) 96–211]. The median leucocyte count was 12.6 × 10^-9/L (IQR 10.1–16.4). Patients with the highest inflammatory response (Q4) had lower median left ventricular ejection fractions and higher lactate levels at the time of diagnosis. The 30-day all-cause mortality rates were 46% in Q4 and 21% in Q1 (P < 0.001). In multivariable models, the inflammatory response remained associated with mortality [hazard ratio (HR)_Q4 2.32, 95% confidence interval (CI) 1.59–3.39, P < 0.001]. The finding was also significant in AMICS patients presenting with out-of-hospital cardiac arrest following multivariable adjustment (HR_Q4 3.37, 95% CI 2.02–4.64, P < 0.001). Conclusion Cardiogenic shock induces an acute inflammatory response, the severity of which is associated with mortality.