Background The existing diagnostic criteria for cancer cachexia do not meet clinical needs. We aimed to establish novel comprehensive evaluation scales for cachexia specific to patients with solid tumours. Methods This study included 12 651 patients (males: 6793 [53.7%]; females: 5858 [46.3%]; medium age: 58 [interquartile range:50/66] years; medium follow-up duration: 24.16 [13.32/44.84] months; 4271 [33.8%] patients died; mean survival: 55.53 [95% confidence interval, 54.87/56.10] months; 3344 [26.4%], 4184 [33.1%] and 5123 [40.5%] patients with Stage I-II, III and IV tumour, respectively; derivation set: 10022, validation set: 2629 patients) with 14 types of solid tumours, including lung, gastric, liver, breast, oesophageal, cervical, bladder, pancreatic, prostate, ovarian, colorectal cancer, nasopharyngeal and endometrial carcinoma and cholangiocarcinoma, from an open and ongoing multicentre cohort study in China. Risk factors for cachexia, including tumour characteristics and nutritional parameters, were examined to develop diagnostic scales using Cox proportional hazards models and Kaplan-Meier analysis. Results Ten nutrition items (body mass index, weight loss, intake reduction, physical activity function, fatigue, handgrip strength, anorexia, albumin level, albumin/globulin ratio and neutrophil/lymphocyte ratio) with different weighted scores were identified to construct a nutrition-weighted scoring scale (NWSS) for nutrition risk. Tumour type and tumour burden status (tumour-node-metastasis stage and radical or non-radical tumour) were determined to construct a disease-weighted scoring scale (DWSS) for disease risk. A lumped scale (5 x 5 matrix) established using a five-grade classification of nutrition and disease risk was used to determine a five-grade classification of comprehensive cachexia risk: A, no cachexia risk (reference; lowest disease and nutrition risks); B, cachexia risk (hazard ratio [HR] = 4.517 [4.033/5.058]); C, pre-cachexia (HR = 9.755 [8.73/10.901], medium survival = 21.21 months); D, cachexia (HR = 16.901 [14.995/19.049], medium survival = 11.61 months); and E, refractory cachexia (HR = 31.879 [28.244/35.981], medium survival = 4.83 months, highest disease and nutrition risks) (p < 0.001). Patients in Categories A-D benefited from nutrition therapy and anti-tumour treatments to varying degrees. Patients in Category E were clinically refractory to nutrition therapy without prolonged survival compared with patients without nutrition therapy (medium survival, pre-hospitalization nutrition therapy vs. hospitalization nutrition therapy vs. without nutrition therapy, 2.89 [1.91/3.88] vs. 4.04 [3.21/4.88] vs. 5.89 [4.73/7.04] months, p = 0.015) and anti-tumour treatments without prolonged survival compared with patients receiving palliative care (medium survival, radical anti-tumour treatments vs. adjuvant anti-tumour treatments vs. palliative anti-tumour treatments vs. and palliative care, 6.48 [4.42/8.53] vs. 6.48 [3.23/9.73] vs. 4.83 [4.22/5.44] vs. 2.70 [1.09/4.30] months, p = 0.263). Conclusion We systematically developed a novel definition and grading diagnostic criteria for tumour-type-specific comprehensive cancer cachexia risk.