Malnutrition from anorexia and reduced nutrient intake is common in patients with cancer. Abnormalities in gastrointestinal function caused by the tumor or treatment of the tumor may be direct causes for nutrition challenges. However, other patients may present with cancer cachexia, a wasting syndrome characterized by weight loss, anorexia, early satiety, progressive debilitation, and malnutrition that results in a greater risk of organ dysfunction and death. Changes in host metabolism and energy expenditure are thought to contribute to the development of cachexia, although this relationship is not clear. There is evidence that the etiology of these metabolic changes may be mediated by a neurohormonal response stimulated by the tumor. Because a single cause for these metabolic abnormalities has not been identified, several approaches to treatment of cancer cachexia have been reported. After correction of any underlying gastrointestinal abnormalities, single nutrients or other pharmacologic agents have been used in an attempt to favorably affect appetite or counter metabolic abnormalities that cause inefficient nutrient use. A variety of agents have been studied for their positive effects on appetite, including progestational agents, glucocorticoids, cannabinoids, cyproheptadine, olanzapine, and mirtazapine. Other agents have been investigated for their anti-inflammatory properties, including thalidomide, pentoxyphylline, melatonin, and omega-3 fatty acids. Anabolic agents such as testosterone derivatives have been investigated as well. The decision to treat symptoms of cancer cachexia should be based on the patient's desires and current medical condition. Choice of the most appropriate agent to treat unintentional weight loss in patients with cancer should include consideration of effects on appetite, weight, quality of life, and risk of adverse effects according to current evidence-based medicine, and cost and availability of the agent.