Cancer-related Cachexia (CAC) is a syndrome occurring in many cancer patients, with a detrimental effect on their survival. Recent reports have outlined that the syndrome may be partly explained by the deleterious and pro-inflammatory action of Reactive Oxygen Species (ROS). This review focuses on nutrients that theoretically could counteract the oxidative stress in tumor cells, fundamentally due to their antioxidant activity. The preclinical and clinical results obtained with the nutritional elements selenium, melatonin, taurine, carnosine, coenzyme Q10 (ubiquinone), and omega-3 polyunsaturated fatty acids (PUFA's) are discussed in the light of the pathophysiology of CAC. This should indicate that they are viable candidates for the treatment of CAC, with the ultimate goal to promote patient survival. Combination therapy with diet modification added to the novel pharmaceutical agent ghrelin, a hormone with anti-inflammatory properties, represents a promising concept.