Background: Chemotherapy-induced nausea and vomiting (CINV) continue to be a distressing problem still reported by cancer patients, with negative consequences on quality of life (QoL). Aims: To prospectively explore the association of psychosocial variables, including emotional distress, maladaptive coping styles and the doctor-patient relationship, with CINV and QoL among cancer outpatients. Methods: A prospective study was conducted on 302 consecutive cancer patients (response rate 80.9%) in Austria, Italy and Spain. The Distress Thermometer (DT), the Mini-Mental Adjustment to Cancer (Mini-MAC), and the Patient Satisfaction with Doctor Questionnaire (PSQ) were used to assess psychosocial variables before chemotherapy. In the 5 days after chemotherapy, CINV was examined by using a daily diary, and the Functional Living Index for Emesis (FLIE) was used to assess QoL. Results: More than half of the patients reported nausea (54%), and a small percentage reported vomiting (14%). CINV had a negative impact on QoL (FLIE caseness, p < 0.01). Maladaptive coping (i.e. hopelessness-helplessness and anxious preoccupation) and emotional distress were associated with CINV (p < 0.05) and poorer QoL (p < 0.05). In logistic regression analysis, nausea was predicted by Mini-MAC/H (OR = 1.1, p = 0.03) and younger age (OR = 0.97, p = 0.04); negative impact on QoL was predicted by grade of chemotherapy emetogenesis (OR = 1.7, p < 0.01) and Mini-MAC/H (OR = 1.2, p = 0.04). Conclusions: Screening and assessment of psychological variables, especially coping, could help in identifying cancer patients at risk for chemotherapy-induced nausea, in spite of the use of antiemetic treatment.