Cancer cachexia is a devastating, often late-stage complication of an underlying malignancy. Despite the significant importance of cancer-related cachexia, treatments are lacking and there are no products approved for this indication. Anamorelin HCl, by virtue of its ghrelin agonist activity, may serve a role in the treatment of cancer cachexia. This placebo controlled dose range study will evaluate the safety and efficacy of anamorelin HCl in patients with non-small cell lung cancer, a cancer associated with a high prevalence of cachexia.