Background: Many cancer patients suffer from symptoms of anxiety, depression, and fatigue. Supportive treatments are increasingly used to alleviate distress in cancer. In this study, the effects of yoga on these symptoms are examined. Methods: We performed a randomized controlled study on cancer patients with mixed diagnoses comparing yoga therapy with a waiting list control group. We measured anxiety symptoms with the General Anxiety Disorder (GAD-7) scale, depressive symptoms with the Patient Health Questionnaire-2 (PHQ-2), and fatigue with the European Organisation for Research and Treatment of Cancer Fatigue scale (EORTC QLQ-FA13). Yoga therapy was carried out in weekly sessions of 60 min each for 8 weeks. The program provided restrained body and breathing exercises as well as meditation. The control group did not receive any yoga therapy while on the waiting list. Results: A total of 70 subjects participated in the study. Anxiety was significantly reduced by the yoga therapy in the intervention group compared to the control group (p = 0.005). However, yoga therapy did not show any significant effects on depression (p = 0.21) and fatigue (p = 0.11) compared to the control group. Conclusion: Yoga therapy may be used to alleviate anxiety symptoms in cancer patients and should be the subject of further research.