Cancer cachexia is a multifactorial syndrome defined by ongoing loss of skeletal muscle mass that cannot be fully reversed by conventional nutritional support. Nutritional treatment is a component of nutritional support, as well as symptom palliation and nutritional counseling. Nutritional treatment, exercise, and pharmacological agents are essential for treating cancer cachexia. In our studies at palliative care units, 76% and 73% of advanced cancer patients and bereaved families, respectively, required nutritional support, and nutritional support was also found to have beneficial effects on selected groups of advanced cancer patients. Our studies also indicated that as chronic inflammation is the underlying cause of cancer cachexia the plasma C-reactive protein (CRP) level might be useful as a prognostic marker/biomarker of advanced cancer. It was suggested that nutritional support based on the mechanism responsible for cancer cachexia is useful during the treatment of cancer cachexia although the evidence for this is not robust, and the CRP level is suggested to be a clinically significant index of the response to such treatment.