(1) Background: Gastric cancer is a significant cause of cancer-related mortality worldwide. Weight loss and malnutrition associated with cancer are linked with increased mortality rates and reduced quality of life. Cancer cachexia, characterised by the loss of skeletal muscle, is associated with approximately 20% of cancer-related deaths and differs from malnutrition in that it cannot be fully reversed by nutritional support alone. It is now recognised that the primary pathophysiological process underlying cancer cachexia is chronic inflammation leading to increased calorie consumption. Current treatments that focus on nutritional supplementation, psychological counselling, appetite stimulation and reducing inflammation are lacking in efficacy. This review focuses on the evidence supporting the potential roles of natural anti-inflammatory products and their derivatives including fatty acids, probiotics, amino acids, curcumin, fucoidan, epigallocatechin-3-gallate, ginger, resveratrol and Boswellia serrata in the management of gastric cancer cachexia. (2) Results: While natural anti-inflammatory products show promise in a number of in vitro and in vivo studies, there are only a small number of human studies available. Where present, the evidence base is heterogeneous, with varying study methodologies and outcomes. (3) Conclusions: Natural anti-inflammatory products represent a potential adjunctive therapy for gastric cancer cachexia. Further research, particularly well-designed clinical trials, is needed to elucidate their optimal role, dosing and safety profiles in the management of gastric cancer cachexia.