The purpose of this systematic review was to identify validated nutritional screening tools for cancer patients. The research was conducted in the electronic databases Pubmed, Cochrane Library, Scopus, and Biblioteca Virtual de Saúde (BVS), using the descriptors "Nutrition Assessment", "Neoplasms", and "Validation studies". Initially, we identified 168 articles. After assessing eligibility, we included 21 studies. In selected studies, 14 nutritional screening tools were validation objects. The Patient-Generated Subjective Global Assessment (PG-SGA) showed better sensitivity, specificity and positive and negative predictive values (98, 82, 95, and 93%, respectively), as well as predictive of overall survival in cancer patients. In many countries, in addition to PG-SGA, the Nutrition Risk Screen (NRS-2002) is recommended for these patients. We did not identify, however, manuscripts that proposed validation. Validation studies of nutritional screening tools should be performed on patients with cancer, using representative samples of these individuals for better reliability of their results.