OBJECTIVE Patients with advanced cancer experience varying physical and psychological symptoms throughout the course of their illness. Depression, anxiety and stress affect overall well-being. This study investigates the correlation between emotional distress and physical symptoms in a cohort of patients with advanced cancer. METHODS There were 238 patients included in this study. Data from participants in two medicinal cannabis randomised controlled trials were analysed. Patients were aged over 18 years and had advanced cancer. Edmonton Symptom Assessment System, and Depression, Anxiety and Stress Scale (DASS-21) were assessed for all patients at baseline. RESULTS Moderate-severe depression was reported in 29.8% and moderate-severe anxiety was reported in 47.9% of patients. The emotional subscales of DASS-21 (depression, anxiety, stress) correlated with total symptom distress score (p<0.001) and overall well-being (p<0.001). Depression was correlated with physical symptoms of fatigue, nausea, poor appetite and dyspnoea. Anxiety was correlated with fatigue and dyspnoea. Stress was correlated with fatigue, nausea and dyspnoea. CONCLUSIONS Depression, anxiety and stress were common in this population. The relationship between physical and psychological well-being is complex. A holistic approach to symptom management is required to improve quality of life in patients with advanced cancer.