Psycho-oncology explores some complex dimensions like emotions, feelings, and relationships of oncological patients. Cross-sectional studies have found that anxiety is a common reaction among cancer patients; it manifests itself with both mental (psychological) and physical (somatic) symptoms. As a matter of fact, many anxious patients suffer from a combination of mental and physical symptoms, with one aggravating the other, creating a vicious circle. Mental symptoms are worry, irritability, restlessness, insomnia, and nightmares. Physical symptoms consist of respiratory breathlessness, hyperactivity of the autonomic nervous system, or muscle tension. Depression is also very common as a reaction. In this regard, we must specify that coping styles act as early modulators of adaptation responses to the disease, and their advance knowledge can predict the person’s response to the disease, and this can help to think about the most appropriate type of support to offer to the patient. It would be desirable to inform patients more frequently about the psychological consequences of cancer, about the psychological support available and its benefits, and about psychological interventions that can promote more suitable and effective coping.