Cancer cachexia is a multifactorial syndrome characterized by progressive skeletal muscle wasting and weakness. It affects most patients with advanced cancers, reduces quality of life and accounts for more than 20% of all cancer-related deaths. A number of promising therapies for cancer cachexia are in development, including appetite stimulants, anti-inflammatory drugs and those targeting catabolism. However, the multifactorial pathogenesis indicates strongly that the most effective treatments will come from drug combination approaches. Drug treatments should ideally be combined with exercise training to maximize efficacy and ultimately reduce mortality and enhance the quality of life of patients with cancer cachexia.