In traumatic brain injury (TBI), preliminary retrospective work on signal entropy suggests an association with global outcome. The goal of this study was to provide multi-center validation of the association between multi-scale entropy (MSE) of cardiovascular and cerebral physiological signals, with six-month outcome. Using the Collaborative European NeuroTrauma Effectiveness Research in TBI (CENTER-TBI) high-resolution intensive care unit (ICU) cohort, we selected patients with a minimum of 72 h of physiological recordings and a documented six-month Glasgow Outcome Scale Extended (GOSE) score. The 10-sec summary data for heart rate (HR), mean arterial pressure (MAP), intracranial pressure (ICP), and pulse amplitude of ICP (AMP) were derived across the first 72 h of data. The MSE complexity index (MSE-Ci) was determined for HR, MAP, ICP, and AMP, with the association between MSE and dichotomized six-month outcomes assessed using Mann-Whitney U testing and logistic regression analysis. A total of 160 patients had a minimum of 72 h of recording and a documented outcome. Decreased HR MSE-Ci (7.3 [interquartile range (IQR) 5.4 to 10.2] vs. 5.1 [IQR 3.1 to 7.0]; p = 0.002), lower ICP MSE-Ci (11.2 [IQR 7.5 to 14.2] vs. 7.3 [IQR 6.1 to 11.0]; p = 0.009), and lower AMP MSE-Ci (10.9 [IQR 8.0 to 13.7] vs. 8.7 [IQR 6.6 to 11.0]; p = 0.022), were associated with death. Similarly, lower HR MSE-Ci (8.0 [IQR 6.2 to 10.9] vs. 6.2 [IQR 3.9 to 8.7]; p = 0.003) and lower ICP MSE-Ci (11.4 [IQR 8.6 to 14.4)] vs. 9.2 [IQR 6.0 to 13.5]), were associated with unfavorable outcome. Logistic regression analysis confirmed that lower HR MSE-Ci and ICP MSE-Ci were associated with death and unfavorable outcome at six months. These findings suggest that a reduction in cardiovascular and cerebrovascular system entropy is associated with worse outcomes. Further work in the field of signal complexity in TBI multi-modal monitoring is required.