Background: Cachexia is defined as an involuntary loss of weight, characterized by a loss of skeletal muscle mass with or without fat mass loss. It increases mortality risk and decreases quality of life in patients with lymphoma or myeloma. Early markers of cachexia are not identified. The objective of this work was to identify risk factor of cachexia in a cohort of patients with hematological malignancies to develop strategies to prevent cachexia and its consequences. Methods: Clinical and biological parameters were collected before and at the end of the treatment. Quantification of weight loss during cachexia was performed by the method of Martin. Clinical responses to treatment of patients with lymphoma or myeloma were monitored. Results: Thirty-eight percent of the 145 patients enrolled were cachectic at the end of treatment. Classical prognostic disease scores at the time of diagnosis seemed to be not associated with cachexia observed at the end of treatment. Only C-reactive protein (CRP) > 54 mg/L seemed to be a risk factor of cachexia (P = 0.023, odds ratio (OR): 5.94 (1.55 - 39.14), confidence interval (CI): 1.55 - 39.14). Those results were confirmed by bootstrap analysis. Conclusion: This study highlights that high CRP level at diagnosis seems to be a risk factor for cachexia during treatment, permitting to identify patients at risk and in future to implement preventive strategies.