Purpose: This study evaluated the effects of coping skills training (CST) on symptoms of depression and anxiety in cancer patients, and investigated moderators of the effects. Methods: Overall effects and intervention-related moderators were studied in meta-analyses of pooled aggregate data from 38 randomized controlled trials (RCTs). Patient-related moderators were examined using linear mixed-effect models with interaction tests on pooled individual patient data (n = 1953) from 15 of the RCTs. Results: CST had a statistically significant but small effect on depression (g = −0.31,95% confidence interval (CI) = −0.40;-0.22) and anxiety (g = −0.32,95%CI = -0.41;-0.24) symptoms. Effects on depression symptoms were significantly larger for interventions delivered face-to-face (p =.003), led by a psychologist (p =.02) and targeted to patients with psychological distress (p =.002). Significantly larger reductions in anxiety symptoms were found in younger patients (pinteraction < 0.025), with the largest reductions in patients <50 years (β = −0.31,95%CI = -0.44;-0.18) and no significant effects in patients ≥70 years. Effects of CST on depression (β = −0.16,95%CI = -0.25;-0.07) and anxiety (β = −0.24,95%CI = -0.33;-0.14) symptoms were significant in patients who received chemotherapy but not in patients who did not (pinteraction < 0.05). Conclusions: CST significantly reduced symptoms of depression and anxiety in cancer patients, and particularly when delivered face-to-face, provided by a psychologist, targeted to patients with psychological distress, and given to patients who were younger and received chemotherapy.