This study was designed to determine (a) the relationship of coping style to cancer chemotherapy side effects and (b) whether coping style moderated the impact of a relaxation intervention on anxiety, depression, and nausea associated with chemotherapy. Forty-eight cancer patients were assigned randomly to receive either progressive muscle relaxation training before chemotherapy (experimental group) or standard care (control group). Spearman correlations indicated that a "blunting" or distraction-oriented coping style was associated with less anticipatory anxiety, less depression, and less nausea during and after chemotherapy. Spearman correlations also indicated that a "monitoring" or information-gathering coping style was associated with more anticipatory anxiety, and more nausea before and during chemotherapy. Although there was a significant effect of the relaxation intervention on posttreatment nausea, there were no other between-group differences. The results did suggest, however, that relaxation was effective in reducing anticipatory anxiety among "blunters," but not "monitors," perhaps because relaxation is a distraction strategy and therefore is consistent with a blunting coping style. The effects of coping and relaxation on pretreatment anxiety may have important implications, because anxiety is a key factor in classic conditioning models of anticipatory nausea and vomiting.