The Stacks project

Proof. Choose an affine scheme $V_0$ and a surjective étale morphism $V_0 \to Y_0$. Set $V_ i = V_0 \times _{Y_0} Y_ i$ and $V = V_0 \times _{Y_0} Y$. Since $f$ is a closed immersion we see that $V \times _ Y X = \mathop{\mathrm{lim}}\nolimits V_ i \times _{Y_ i} X_ i$ is a closed subscheme of the affine scheme $V$. By Lemma 69.5.10 we see that $V_ i \times _{Y_ i} X_ i$ is affine for some $i \geq 0$. Increasing $i$ if necessary we find that $V_ i \times _{Y_ i} X_ i \to V_ i$ is a closed immersion by Limits, Lemma 32.8.5. For this $i$ the morphism $f_ i$ is a closed immersion (Morphisms of Spaces, Lemma 66.45.3). $\square$