Chemotherapy‐induced nausea and vomiting (CINV) is one of the most problematic adverse events that affects the well‐being of cancer patients. Risk factors for CINV and its elimination are necessary to increase the indications for and effectiveness of chemotherapy. We enrolled 1549 chemotherapy‐naïve patients in two phase II trials and one phase III trial of palonosetron between 2005 and 2007. Treatment failure (any emetic episodes or any administration of rescue medication) and/or nausea, and their associations with patient factors were evaluated in acute and in delayed phases using univariate and multivariate analyses. Female gender (odds ratio, 95% confidence interval: 2.96, 2.09–4.20), age <55 years (2.56, 1.94–3.37), non‐habitual alcohol intake (1.90, 1.43–2.51) and non‐smoker (1.40, 1.04–1.90) were associated with treatment failure in the acute phase. In contrast, only female gender (1.88, 1.34–2.64) was associated with treatment failure in the delayed phase. The number of risk factors was significantly associated with CINV in both acute and delayed phases. Patient risk factors were significantly associated with CINV. Depending on the relationship between CINV‐related risk factors and a tailored antiemetic treatment, high‐risk patients defined by the listed risk factors may be candidates for future clinical trials.