The changes which occur after cancer diagnosis such as hospitalisations, appointments, stressful procedures, medical checkups, fear of pain, disability, dependence and death are a serious burden for many patients and can lead to depression and anxiety disorders. Due to a number of challenges cancer patients have to face, cancer can be understood as a critical life event, which requires a process of adaptation. Cognitive-behaviour therapy in physical illnesses consists of modifying those thoughts and behaviours, which can sustain mental problems even if their source is in struggling with a physical illness. When cancer appears to be the main developmental task for a patient and his family is to give illness experience such a meaning which reinforces their competence and efficacy. The aims of this article include: 1) a short description of cognitive-behaviour therapy and its modification in cancer treatment, 2) justification for cognitive-behaviour therapy in cancer, 3) a presentation of two protocols in depression and anxiety disorders therapy during cancer treatment, 4) a review of research results on cognitive-behaviour therapy effectiveness in cancer.