Cachexia is a devastating pathology induced by several kinds of diseases, including cancer. The hallmark of cancer cachexia is an extended weight loss mainly due to skeletal muscle wasting and fat storage depletion from adipose tissue. The latter exerts key functions for the health of the whole organism, also through the secretion of several adipokines. These hormones induce a plethora of effects in target tissues, ranging from metabolic to differentiating ones. Conversely, the decrease of the circulating level of several adipokines positively correlates with insulin resistance, metabolic syndrome, diabetes, and cardiovascular disease. A lot of findings suggest that cancer cachexia is associated with changed secretion of adipokines by adipose tissue. In agreement, cachectic patients show often altered circulating levels of adipokines. This review reported the findings of adipokines (leptin, adiponectin, resistin, apelin, and visfatin) in cancer cachexia, highlighting that to study in-depth the involvement of these hormones in this pathology could lead to the development of new therapeutic strategies.