Background: New clinical trials in cancer cachexia are essential, and outcome measures with high responsiveness to detect meaningful changes are crucial. This secondary analysis from a multimodal intervention trial estimates sensitivity to change and between treatment effect sizes (ESs) of outcome measures associated with body composition, physical function, metabolism, and trial intervention.Methods: The study was a multicenter, open-label, randomized pilot study investigating the feasibility of a 6-week multimodal intervention [exercise, non-steroidal anti-inflammatory drugs, and oral nutritional supplements containing polyunsaturated fatty acids (n−3 PUFAs)] vs. standard cancer care in non-operable non-small-cell lung cancer and advanced pancreatic cancer. Body composition measures from computerized tomography scans and circulating biomarkers were analyzed.Results: Forty-six patients were randomized, and the analysis included 22 and 18 patients in the treatment and control groups, respectively. The between-group ESs were high for body weight (ES = 1.2, p < 0.001), small for body composition and physical function [handgrip strength (HGS)] measures (ES < 0.25), moderate to high for n-3 PUFAs and 25-hydroxyvitamin D (25-OH vitamin D) (ES range 0.64–1.37, p < 0.05 for all), and moderate for serum C-reactive protein (ES = 0.53, p = 0.12). Analysis within the multimodal treatment group showed high sensitivity to change for adiponectin (ES = 0.86, p = 0.001) and n-3 PUFAs (ES > 0.8, p < 0.05 for all) and moderate for 25-OH vitamin D (ES = 0.49, p = 0.03). In the control group, a moderate sensitivity to change for body weight (ES = −0.84, p = 0.002) and muscle mass (ES = −0.67, p = 0.016) and a high sensitivity to change for plasma levels of 25-OH vitamin D (ES = −0.88, p = 0.002) were found.Conclusion: Demonstrating high sensitivity to change and between treatment ES and body composition measures, body weight still stands out as a clinical and relevant outcome measure in cancer cachexia. Body composition and physical function measures clearly are important to address but demand large sample sizes to detect treatment group differences.Trial registration:ClinicalTrials.gov identifier: NCT01419145.