Background: Prostate cancer (PCa) patients have elevated anxiety and depression, often showing impairments in decision-making and weakened relationships with their partner and family. Although treatment for these psychological side-effects of PCa is strongly recommended, relatively little is known of the causal processes underlying them. This study compared cancer-based lifestyle changes vs patient behavioural responses to cancer as predictors of anxiety and depression among PCa patients. Methods: PCa patients (381) were surveyed for their responses to standardised anxiety and depression questionnaires, plus a questionnaire designed to assess the kinds of lifestyle changes that had occurred to them and their responses to those changes. Results: Anxiety was most powerfully predicted by PCa-induced lifestyle changes but depression was most powerfully predicted by patient responses to those changes. Negative emotions, plus social withdrawal and worry were the underlying factors contributing most powerfully to combined anxiety-depression scores. Conclusion: PCa patient anxiety and depression may be instigated at different times and by different causal factors. In terms of possible treatment models, both supportive and action-based counselling strategies may be of benefit, but at different stages during the PCa patient's experiences of diagnosis and treatment.