The objective of the current study was to identify the patient-perceived “worst aspects” of their diagnostic and treatment processes for prostate cancer (PCa) so as to inform targeted interventions aimed at reducing patient anxiety and depression. Two hundred and fifty-two patients who had received their diagnoses less than 8 years ago answered a postal survey about (a) background information, (b) their own descriptions of the worst aspects of their diagnosis and treatment, and (c) their ratings of 13 aspects of that process for (i) how these aspects made them feel stressed, anxious, and depressed and (ii) how they affected their relationships with significant others. They also answered standardized scales of anxiety and depression. The worst aspects reported by patients were receiving the initial diagnosis of PCa, plus the unknown outcome of that diagnosis, because of the possibility of death, loss of quality of life and/or partner, and the shock of the diagnosis. The most common coping strategy was to “just deal with it,” but participants also thought that more information would help. Principal contributors to feeling stressed, anxious, and depressed were also the diagnosis itself, followed by surgery treatment effects. The aspects that most affected relationships were receiving the diagnosis and the side effects of hormone therapy. The identification of these specific worst aspects of the PCa experience provides a set of potential treatment and prevention “targets” for psychosocial care in PCa patients.