The majority of patients with advanced cancer suffers from loss of appetite and loss of weight at some point during their disease course. This sign and this symptom herald an early demise. However, no therapeutic intervention, apart from effective antineoplastic therapy, has been able to reverse this syndrome totally, and, in turn, to reverse this prognostic effect. Most clinical trials have focused largely on palliating symptoms, and, to this end, progestational agents and corticosteroids have proven to be the most effective in terms of improving appetite. This article reviews data to support the use of these agents, discusses the findings of other more recent studies in this field and provides an overview of promising strategies that merit further investigation.