Psychological distress is prevalent among cancer patients, who may be vulnerable to distress at times of transition, such as a change in symptom experience, employment, or goal of treatment. Independently, both psychological distress and transitions impair patients' quality of life, and together their adverse impact may be intensified. Self-management allows patients to engage in tasks that influence the disease experience and can include strategies to help mitigate distress associated with transitions. The purpose of this systematic review was to examine research on the relationship between self-management interventions and distress in adult cancer patients receiving active tumor-directed therapy. From a search of seven electronic databases, 5,156 articles were identified; however, nine studies met inclusion criteria. Our review suggested that self-management interventions may help address psychological distress in patients receiving cancer treatment but that the current evidence is not robust enough to support a definitive conclusion.