Anemia (P < 0.001) and advanced stage (III/IV, P = 0.002) acted as the risk factors of cancer cachexia, while high albumin (>35 g/L, P < 0.001), high ALI (>34.93, P < 0.001), and surgery (P < 0.001) serving as the protective factors of cancer cachexia. Here, ALB is linked to anemia (phenotype).