Cancer cachexia is defined as a multifactorial syndrome characterized by an ongoing loss of skeletal muscle mass (with or without loss of fat mass) that cannot be fully reversed by conventional nutritional support and leads to progressive functional impairment. The prominent clinical feature of cachexia is weight loss in adults. Anorexia, inflammation, insulin resistance, and increased muscle protein breakdown frequently are associated with cachexia. One single therapy may not be completely successful in the treatment of cachexia because of the complexity of the pathogenesis and symptoms of the cachexia syndrome. Among effective treatments, progestogens currently are considered the best available treatment option and are the only approved drugs in Europe for the treatment of cancer- and AIDS-related cachexia. However, they have limited efficacy in treating cancer cachexia. However, thalidomide, selective COX-2 inhibitors, ghrelin mimetics, and selective androgen receptor modulators showed promising results but should be defined further and confirmed in clinical trials. Therefore, to date, despite several years of coordinated efforts in basic and clinical research, the practice guidelines for the prevention and treatment of cancer-related anorexia cachexia syndrome (CACS) are lacking. The management of CACS is a complex challenge that should address the different causes underlying this clinical event. Recent studies showed that integrated, multitargeted approaches are more effective than single-agent approaches for the treatment of CACS. Further clinical trials to improve and refine current strategies to counteract cancer cachexia using multimodal interventions, including nutritional supplementation, anabolic agents, and antiinflammatory drugs along with an appropriate physical exercise program, are warranted.