Cancer cachexia is a syndrome characterised by a marked weight loss, anorexia, asthenia and anaemia. In fact, many patients who die with advanced cancer suffer from cancer cachexia. The cachectic state is invariably associated with the presence and growth of the tumour and leads to a malnutrition status due to the induction of anorexia or decreased food intake. In addition, the competition for nutrients between the tumour and the host leads to an accelerated starvation state which promotes severe metabolic disturbances in the host, including hypermetabolism which leads to an increased energetic inefficiency. Although, the search for the cachectic factor(s) started a long time ago, and although many scientific and economic efforts have been devoted to its discovery, we are still a long way from knowing the whole truth. The main aim of the present review is to summarise and evaluate the different catabolic mediators (both humoural and tumoural) involved in cancer cachexia since they may represent targets for future promising clinical investigations.