Cancer-associated malnutrition results from a deadly combination of anorexia, which leads to reduced food intake, and derangements of host metabolism inducing body weight loss, and hindering its reversal with nutrient supplementation. Cancer patients often experience both anorexia and weight loss, contributing to the onset of the clinical feature named as anorexia-cachexia syndrome. This condition has a negative impact upon patients' nutritional status. The pathogenesis of the anorexia-cachexia syndrome is multifactorial, and is related to: tumour-derived factors, host-derived factors inducing metabolic derangements, and side effects of anticancer therapies. In addition, the lack of awareness of cancer patients' nutritional issues and status by many oncologists, frequently results in progressive weight loss going undiagnosed until it becomes severe. The critical involvement of host inflammatory response in the development of weight loss, and, in particular, lean body mass depletion, limits the response to the provision of standard nutrition support. A novel nutritional and metabolic approach, named "parallel pathway", has been devised that may help maintain or improve nutritional status, and prevent or delay the onset of cancer cachexia. Such an approach may improve tolerance to aggressive anticancer therapies, and ameliorate the functional capacity and quality of life even in advanced disease stages. The "parallel pathway" implies a multiprofessional and multimodal approach aimed at ensuring early, appropriate and continuous nutritional and metabolic support to cancer patients in any phase of their cancer journey.