Cancer is a common diagnosis and leading cause of death worldwide. Amounts of weight loss vary but it is associated with considerable morbidity, poorer quality of life and reduced survival. Nutritional intervention has the potential to maximise response to treatment and improve functioning and quality of life. The aim of this paper was to review the evidence for oral nutritional interventions in the management of weight loss in patients with cancer. Comparison of studies of nutritional support interventions in people with cancer is complicated by variations in understanding of what constitutes a compromised nutritional status. There are similarities and differences between definitions of both malnutrition and cachexia and studies of oral nutritional interventions have failed to use standard criteria at study inclusion contributing to heterogeneity amongst studies. Meta-analysis of randomised controlled trials has suggested limited evidence of benefit to nutritional and clinical outcomes but some improvements to aspects of quality of life. The presence of cachexia in patients with cancer might explain the limited efficacy of simple oral nutritional interventions, which lack a component designed to address metabolic abnormalities associated with cachexia. Novel strategies combining nutritional support with therapeutic agents designed to down-regulate the metabolic aberrations have failed to demonstrate consistent benefits and the results of multimodal treatments combining several interventions are awaited. There is a need for intervention studies recruiting patients early in the disease course, which underlines the need for definitions which predict poor outcome and hence allow early recognition of vulnerable patients.