In cancer patients, loss of muscle mass is significantly associated with low tolerability of chemotherapy and poor survival. Despite the great strides in the treatment of cancer, targeted therapies such as tyrosine kinase inhibitors (TKIs) could exacerbate muscle wasting. Over recent years, the impact of skeletal muscle loss during TKI therapy on clinical outcomes has been in the spotlight. In this review, we focus on the different molecular pathways of TKIs potentially involved in muscle wasting. Then, we report the results of the studies assessing the effects of different TKI therapies-such as sorafenib, regorafenib, sunitinib, and lenvatinib-on muscle mass, and highlight their potential clinical implications. Finally, we discuss an integrative nutritional approach to be adopted during TKI treatment. The assessment of muscle mass from computerized tomography imaging could be helpful in predicting toxicity and prognosis in patients treated with TKI such as sorafenib. Early recognition of low muscle mass and effective personalized nutritional support could prevent or attenuate muscle mass wasting. However, the role of nutrition is still overlooked, and future clinical trials are needed to find the optimal nutritional support to countermeasure muscle mass depletion during TKI therapy.