Background. Malnutrition worsens health-related quality of life (HRQoL) and the prognosis of patients with advanced cancer. This study aimed to assess the clinical benefits of parenteral nutrition (PN) over oral feeding (OF) for patients with advanced cancer cachexia and without intestinal impairment. Material and Methods. In this prospective multicentric randomized controlled study, patients with advanced cancer and malnutrition were randomly assigned to optimized nutritional care with or without supplemental PN. Zelen's method was used for randomization to facilitate inclusions. Nutritional and performance status and HRQoL using the European Organization for Research and Treatment of Cancer QLQ-C15-PAL questionnaire were evaluated at baseline and monthly until death. Primary endpoint was HRQoL deterioration-free survival (DFS) defined as a definitive deterioration of ≥10 points compared with baseline, or death.