Malnutrition during cancer has a negative impact on prognosis and quality of life. Therefore, it is important to identify those patients at higher nutritional risk to prevent its development. There are nutritional screening tools, such as MUST and NRS-2002, that focus on the patient on admission to hospital. However, most patients will develop malnutrition in the outpatient or ambulatory setting. This study aims to determine which nutritional screening tool is most effective in assessing nutritional risk in the outpatient oncology patient, highlighting the parameters analysed by these tools. Seventeen articles were reviewed, with the most important variables being tumour location, tumour stage, age, and gender, as well as recent weight loss, dietary intake, and digestive disorders. The Nutriscore, NRS-2002, and MUST tools are considered suitable, but the choice varies depending on these parameters. MNA is suitable for elderly patients, while SNAQ was not considered reliable in this population. In conclusion, MUST, NRS-2002, and Nutriscore are suitable tools, but their choice depends on specific characteristics. There is currently no universal tool for nutritional risk assessment in outpatients.