Malnutrition is one of the most frequent problems in palliative care patients, and its symptoms significantly worsen their quality of life. Cancer cachexia concerns over half of patients with advanced malignancy. Appropriate nutritional treatment requires the assessment of the nutritional status and nutrients demand. The intervention should be implemented depending on the cachexia phase: in pre-cachexia the aim is to maintain or improve the nutritional status, in cachexia to remove reversible causes, and in patients with persistent cachexia to alleviate the secondary symptoms and to diminish suffering.