Cancer-associated cachexia (CAC), also known as wasting syndrome, is a systemic condition that affects multiple tissues and organs via a variety of metabolic pathways. Systemic inflammation, progressive weight loss, depletion of adipose tissue, and skeletal muscle impairment are some of the hallmark features of cachexia. Despite various studies on the clinical features of CAC, the complexity of the syndrome continues to pose significant challenges in clinical practice, leading to late diagnoses and the absence of a standardised treatment. Men and women respond differently to CAC, which may be prompted by the pre-existing physiologic sex differences. This review presents the sexual dimorphism associated with the hallmark pathways involved in CAC. A comprehensive understanding of sexual dimorphism in these pathways could drive research on cachexia to prioritise the inclusion of more females in related studies in order to achieve personalised sex-based therapeutic approaches and, consequently, enhance treatment efficacy and better patient outcomes.