Patients with cancer often appear malnourished: they can present with weight loss, low albumin, a decline in functional status, and a variety of other features consistent with “malnutrition.” Importantly, the word “malnutrition” suggests to some that this clinical picture will improve with caloric supplementation. In fact, however, this is often not the case. One of the biggest challenges in cancer care is the realization and acceptance on the part of patients, their families, and even healthcare providers that caloric supplementation, particularly in patients with advanced cancer, can be detrimental and should only be occasionally and judiciously prescribed. The purpose of this chapter is to describe when caloric supplementation appears to be of no value to cancer patients, when it might be of some value, and to provide guidance on how to prescribe it. Weight loss is a simple, extremely important, and revealing indicator of malnutrition. In a frequently referenced study from the Eastern Cooperative Oncology Group, DeWys and others described outcomes of 3047 cancer patients with weight loss and clearly showed that weight-losing patients were at risk for morbid events that led to a shortened survival. The threshold at which weight loss reached this degree of prognostic significance was >5%. In other words, regardless of cancer type, tumor burden, and patient performance status, patients who described a weight loss of greater than 5% in the preceding few months lived a shorter life compared to those patients who had reported that they had maintained their weight.