Background and aim Malnutrition is common in patients with cancer, and its early diagnosis can reduce or prevent further complications and improve the clinical and nutritional prognosis. Adductor Pollicis Muscle Thickness (APMT) and Handgrip Strength have been explored in this population to identify a reduction in strength and muscle mass prior to the use of conventional methods. We aimed to correlate APMT and Handgrip Strength with conventional anthropometric variables in cancer patients and verify their association with nutritional status as determined by the Patient-Generated Subjective Global Assessment (PG-SGA). Methods A cross-sectional study was conducted with 80 patients diagnosed with cancer who were candidates for surgery. Nutritional status was obtained from the PG-SGA. Conventional anthropometric measurements were taken, as well as APMT and Handgrip Strength. Pearson’s correlation analysis and multivariate linear regression were applied to detect the influence of variables on APMT and HGS. A significance level of 5.0% was considered. Results A high prevalence of malnutrition and the need for dietotherapic intervention was found, identified by the PG-SGA. Correlations between APMT and Handgrip Strength with anthropometric variables and with the PG-SGA score were observed. After regression adjustments, the variables that interacted with APMT were TSF and AC, and the PG-SGA score, corrected Muscle Arm Area (CAMA), and age interacted with Handgrip Strength. Conclusion Correlations between anthropometric measurements and the PG-SGA score with APMT and Handgrip Strength were observed, even after adjusting for age and sex. These associations demonstrate that APMT and Handgrip Strength can be used with criterion in patients with cancer as complementary methods to evaluate nutritional risk and the need for nutritional intervention.