Background In cancer, malnutrition is common and negatively impacts tolerance and outcomes of anti-tumor therapies. The aim of this study was to evaluate the prevalence of malnutrition risk and compare the clinicodemographic features between those with high malnutrition screening tool (MST) scores (i.e., ≥ 2 of 5 = high risk for malnutrition, H-MST) to low scores (L-MST). Methods A cohort of 3585 patients (May 2017 through December 2018), who completed the MST at least once at the time of diagnosis of any stage solid tumor, were analyzed. Logistic regression tested for associations between clinicodemographic factors, symptom scores, and H-MST prevalence. Results The median age was 64 years (25–75 IQR, 55–72), with 62% females and 81% White. Most common tumor primary sites were breast (28%), gastrointestinal (GI) (21%), and thoracic (13%). Most had non-metastatic disease (80%). H-MST was found in 28%—most commonly in upper (58%) and lower GI (42%), and thoracic (42%) tumors. L-MST was most common in breast (90%). Multivariable regression confirmed that Black race (OR 1.9, 95% CI 1.5–2.4, p  =  < 0.001), cancer primary site (OR 1.6–5.7, p  =  < 0.001), stage IV disease (OR 1.8, 95% CI 1.4–2.2, p  =  < 0.001), low BMI (OR 4.2, 95% CI 2.5–6.9 p  =  < 0.001), and higher symptom scores were all independently associated with H-MST. Conclusions Twenty-eight percent of solid tumor oncology patients at diagnosis were at high risk of malnutrition. Patients with breast cancer rarely had malnutrition risk at diagnosis. Significant variation was found in malnutrition risk by cancer site, stage, race, and presence of depression, distress, fatigue, and trouble eating/swallowing.