Cancer-associated malnutrition, or cachexia, stemming from cancer or its treatments, is particularly prevalent in metastatic cancers, and is often interrelated with sarcopenia and frailty. Evidence suggests that dietary supplements play a role in managing these conditions. As metastatic cancer cells are associated with notable genomic and phenotypic alterations, response to dietary supplements may differ between metastatic and non-metastatic cancers. However, research in this area is lacking. This scoping review aims to identify the dietary supplements that have been studied in patients with metastatic cancers and malnutrition-related conditions, along with their proposed effects, mechanisms, outcome measures, and tools used. A systematic search was conducted across databases, including MEDLINE, EMBASE, CINAHL, and clinical trial registries. Of the initial 6535 records screened, a total of 48 studies were included, covering a range of dietary supplements—vitamins, minerals, antioxidants, proteins, amino acids, fatty acids, fiber, and others. While the types of dietary supplements included varied across cancer types, omega-3 and carnitine were investigated most often. Proposed relevant attributes of dietary supplements included their antioxidant, anti-inflammatory, anti-cancer, and immunomodulatory properties. Overall, there was a paucity of interventional studies, and more randomized controlled trials are warranted.