A large number of observations point towards cytokines, polypeptides released mainly by immune cells, as the molecules responsible for the metabolic derangements associated with cancer-bearing states. Indeed, these alterations lead to a pathological state known as cancer cachexia which is, unfortunately, one of the worst effects of malignancy, accounting for nearly a third of cancer deaths. It is characterized by weight loss together with anorexia, weakness, anemia, and asthenia. The complications associated with the appearance of the cachectic syndrome affect both the physiological and biochemical balance of the patient and have effects on the efficiency of the anticancer treatment, resulting in a considerably decreased survival time. At the metabolic level, cachexia is associated with loss of skeletal muscle protein together with a depletion of body lipid stores. The cachectic patient, in addition to having practically no adipose tissue, is basically subject to an important muscle wastage manifested as an excessive nitrogen loss. The metabolic changes are partially mediated by alterations in circulating hormone concentrations (insulin, glucagon, and glucocorticoids in particular) or in their effectiveness. The present study reviews the involvement of different cytokines in the metabolic and physiological alterations associated with tumor burden and cachexia. Among these cytokines, some can be considered as procachectic (such as tumor necrosis factor-alpha), while others having opposite effects can be named as anticachectic cytokines. It is the balance between these two cytokine types that finally seems to have a key role in cancer cachexia.