In nutritional epidemiology the traditional approach has been to assess single nutrients or food items. Now, a growing interest exists in dietary patterns. The study of dietary patterns with a whole-diet approach represents a needed and complementary methodology. Among a priori defined patterns, the highly palatable traditional Mediterranean diet has many options to be the first choice in the dietary prevention of cancer. However, sound epidemiologic evidence about its ability to prevent the most frequent cancers is scarce. In conjunction with large and well-designed cohort studies, randomized trials using a whole-diet approach and not a simple antioxidant supplement are needed in Mediterranean countries.