We used a rigorous PRoBE (prospective-specimen collection, retrospective-blinded-evaluation) study design to compare the ability of biomarkers of systemic inflammation and biomarkers of gastrointestinal (GI) tissue damage to predict response to corticosteroid treatment, the incidence of clinically severe disease, 6-month nonrelapse mortality (NRM), and overall survival in patients with acute graft-versus-host disease (GVHD). We prospectively collected serum samples of newly diagnosed GVHD patients (n = 730) from 19 centers, divided them into training (n = 352) and validation (n = 378) cohorts, and measured TNFR1, TIM3, IL6, ST2, and REG3a via enzyme-linked immunosorbent assay. Performances of the 4 strongest algorithms from the training cohort (TNFR1 + TIM3, TNFR1 + ST2, TNFR1 + REG3a, and ST2 + REG3a) were evaluated in the validation cohort. The algorithm that included only biomarkers of systemic inflammation (TNFR1 + TIM3) had a significantly smaller area under the curve (AUC; 0.57) than the AUCs of algorithms that contained ≥1 GI damage biomarker (TNFR1 + ST2, 0.70; TNFR1 + REG3a, 0.73; ST2 + REG3a, 0.79; all P < .001). All 4 algorithms were able to predict short-term outcomes such as response to systemic corticosteroids and severe GVHD, but the inclusion of a GI damage biomarker was needed to predict long-term outcomes such as 6-month NRM and survival. The algorithm that included 2 GI damage biomarkers was the most accurate of the 4 algorithms for all endpoints.