Cancer cachexia is a paraneoplastic syndrome compromising quality of life and survival, mainly characterized by involuntary weight loss, fatigue, and systemic inflammation. The syndrome is described as a result of tumor-host interactions characterized by an inflammatory response by the host to the presence of the tumor. Indeed, systemic inflammation is considered a pivotal feature in cachexia progression and maintenance. Cytokines are intimately related to chronic systemic inflammation and the mechanisms underlying the release of these factors are not totally elucidated, the etiology of cachexia being still not fully understood. Therefore, the understanding of cachexia-related mechanisms, as well as the establishment of markers for the syndrome, is very relevant. MicroRNAs (miRNAs) are a class of noncoding RNAs interfering with gene regulation. Different miRNA expression profiles are associated with different diseases and inflammatory processes. miRNAs modulate adipose and skeletal muscle tissue metabolism in cancer cachexia and also tumor and tissue derived inflammation. Therefore, we propose a possible role for miRNAs in the modulation of the host inflammatory response during cachexia. Moreover, the establishment of a robust body of evidence in regard to miRNAs and the mechanisms underlying cachexia is mandatory, and shall contribute to the improvement of its diagnosis and treatment.