Cachexia is a disease that has been recognized since antiquity; however, research in this area has recently increased. Promising new agents, including anamorelin hydrochloride, have been tested in large randomized controlled studies, and multidrug as well as multimodal approaches have been proposed as having the potential to improve outcomes in patients with cancer cachexia. However, standard treatment remains elusive. This review summarizes the current literature on treatment of cancer-associated cachexia, showing that there are challenges associated with conducting clinical trials in such patients. First, poor recruitment, retention, and compliance among cachectic patients cause research delays. Second, the lack of consensus regarding clinically meaningful endpoints impedes standardization of study designs and results. Further consideration is needed to identify the most suitable study design and endpoints, which can lead to the development of pharmacological and nonpharmacological interventions that improve patients’ prognosis and outcomes.