Abstract Rationale Unintentional weight loss and malnutrition are common among cancer patients. Malnutrition has been associated with impaired health-related quality of life, less well-tolerated chemotherapy regimens and shorter life duration. In Belgium there is a lack of epidemiological data on malnutrition in oncology patients at advanced stages of the disease. Methods Malnutrition assessment data was collected through a prospective, observational study in 328 patients who started a neoadjuvant anticancer therapy regimen or who started 1st, 2nd or 3rd line anticancer therapy for a metastatic cancer via 3 visits according to regular clinical practice (baseline visit (BV) maximum 4 weeks before start therapy, 1st Follow up visit (FUV1) ± 6 weeks after start therapy, FUV2 ± 4 months after start therapy). Malnutrition screening was evaluated using the Nutritional Risk Screening score 2002 (NRS-2002)and the diagnosis of malnutrition by the GLIM criteria. In addition, SARC-F questionnaire and Fearon criteria were used respectively to screen for sarcopenia and cachexia. Results Prevalence of malnutrition risk at BV was high: 54.5% of the patients had a NRS ≥ 3 (NRS 2002) and increased during the study period (FUV1: 73.2%, FUV2: 70.1%). Prevalence of malnutrition based on physician subjective assessment (PSA) remained stable over the study period but was much lower compared to NRS results (14.0%—16.5%). At BV, only 10% of the patients got a nutrition plan and 43.9% received ≤ 70% of nutritional needs, percentage increased during FU period (FUV1: 68.4%, FUV2: 67.6%). Prevalence of sarcopenia and cachexia were respectively 12.4% and 38.1% at BV and without significant variation during the study period, but higher than assessed by PSA (11.6% and 6.7% respectively). Figures were also higher compared to PSA. There were modifications in cancer treatment at FUV1 (25.2%) and at FUV2 (50.8%). The main reasons for these modifications at FUV1 were adverse events and tolerability. Patient reported daily questionnaires of food intake showed early nutritional deficits, preceding clinical signs of malnutrition, and therefore can be very useful in the ambulatory setting. Conclusions Prevalence of malnutrition and cachexia was high in advanced cancer patients and underestimated by physician assessment. Earlier and rigorous detection of nutritional deficit and adjusted nutritional intake could lead to improved clinical outcomes in cancer patients. Reporting of daily caloric intake by patients was also very helpful with regards to nutritional assessment.