Background: Anxiety, depression, and psychological distress are common syndromes of advanced cancer; all have a negative impact on overall quality of life. However, these symptoms are not monitored explicitly and they are managed only by pharmacotherapy. Given the complex etiology of these symptoms, this biomedical approach is inadequate and inefficient. Materials and methods: Here, we present the results of a longitudinal assessment of distress, anxiety, and depression in a sample of 126 patients treated with palliative systemic therapy for advanced cancer in the PALINT trial. Symptoms and quality of life were assessed regularly using the Hospital Anxiety and Depression Scale (HADS) and The European Organisation for Research and Treatment of Cancer Quality of Life Questionnaire (EORTC QLQ-C30), respectively. Results: The baseline prevalence of significant distress, anxiety, and depression was 32,6; 35,9; and 56,5%, respectively. A decreasing trend in the prevalence of distress and anxiety occurred after 2 and months – distress (19.4 and 16.3%), anxiety (20.9 and 16.3%), and depression (46.3 and 46.9%). However, these changes did not reach statistical significance. The presence of anxiety and depression correlated negatively with overall quality of life. Conclusion: High rates of distress, anxiety, and depression are a strong argument for implementation of systematic screening for psychological distress, and for comprehensive psychosocial support for all patients with advanced cancer throughout the disease trajectory. The HADS questionnaire is a suitable tool for this type of screening.