Thirty-eight prospective studies on the role of psychological factors in cancer initiation and progression are reviewed. Despite the availability of many prospective studies, there is no certainty about the role of any specific factor. An important reason might be that the interactions among several psychological factors, and the interactions of psychological and biomedical risk factors, have rarely been studied. Some evidence has been found that a low level of social support, a tendency towards helplessness, and repression of negative emotions are factors that promote cancer progression. The effect of psychological factors has been more convincingly demonstrated with respect to cancer progression than cancer initiation, and more convincingly in intervention than in natural history studies. Possible mechanisms mediating associations between psychological factors and disease outcome are discussed. The role of immunosurveillance seems modest overall, and alternative pathways are suggested.