Cancer cachexia or wasting is a paraneoplastic syndrome characterized by systemic inflammation and an involuntary loss of body mass that cannot be reversed by normal nutritional support. This syndrome affects 50%–80% of cancer patients, depending on the tumor type and patient characteristics, and it is responsible for up to 20% of cancer deaths. MicroRNAs are a class of non-coding RNAs (ncRNAs) with 19 to 24 nucleotides in length of which the function is to regulate gene expression. In the last years, microRNAs and other ncRNAs have been demonstrated to have a crucial role in the pathogenesis of several diseases and clinical potential. Recently, ncRNAs have begun to be associated with cancer cachexia by modulating essential functions like the turnover of skeletal muscle and adipose tissue. Additionally, circulating microRNAs have been suggested as potential biomarkers for patients at risk of developing cancer cachexia. In this review article, we present recent data concerning the role of microRNAs and other ncRNAs in cancer cachexia pathogenesis and their possible clinical relevance.