Malnutrition is a common occurrence in cancer. Early detection of malnutrition is imperative but often overlooked in busy clinical routine. This study aimed to assess the agreement between malnutrition universal screening tool (MUST) and the patient-generated subjective global assessment (PG-SGA) to detect risk of malnutrition in a medical oncology outpatient setting. A cross-sectional study was conducted with 100 adult patients with cancer receiving chemotherapy. Nutrition screening and assessment were performed using MUST and PG-SGA, respectively. Sensitivity, specificity, predictive values, kappa agreement, and receiver operating characteristics (ROC) curve were used to compare MUST with PG-SGA. Prevalence of malnutrition or risk of malnutrition among subjects was 45% according to the MUST. Body mass index (BMI) against PG-SGA indicated a low capacity to detect malnutrition with 28.9% sensitivity and 96.4% specificity. Unintentional weight loss in the last 3–6 mo against PG-SGA resulted in 55.6% sensitivity and 98.2% specificity. MUST against PG-SGA resulted in 86.7% sensitivity and 94.5% specificity. MUST indicated a perfect agreement with PG-SGA (Kappa = 0.81; P < 0.05) and highest area under the ROC curve (AUC ROC = 0.91). MUST has high level of agreement with PG-SGA to detect chemotherapy outpatients at risk of malnutrition.