Weight loss is distressing to cancer patients and caregivers. Anorexia/cachexia syndrome is characterized by lipolysis and the loss of lean body mass, and is not reversible by increasing caloric intake. The pathophysiology of cancer cachexia is complex and includes symptoms that impact caloric intake, as well as chronic inflammation, hypermetabolism, and hormonal alterations. Cancer patients require routine screening for cachexia and, ideally, interventions should be initiated in the early stages of weight loss. No guidelines exist for the treatment of cancer cachexia. Appetite stimulants, such as megestrol acetate and glucocorticoids, have been shown to increase appetite and weight; however, single pharmaceutical interventions alone for cachexia do not result in meaningful functional outcomes. In the future, clinicians should consider multimodality treatment that is personalized for each patient. These interventions would include nutritional counseling, assessing and treating symptoms that have an impact on caloric intake, and a rational combination of pharmacologic approaches directed at underlying pathophysiology. Use of an appetite stimulant could be considered for patients who exhibit decreased appetite. Treatment with an anti-inflammatory agent should be considered for patients with elevated C-reactive protein, and hormonal alterations resulting from anti-cachexia therapy should be thoughtfully addressed.