Anxiety, depression, insomnia, fatigue, and pain are frequently reported by cancer patients. These symptoms are highly interrelated. However, few prospective studies have documented the sequence with which symptoms occur during cancer care. This longitudinal study explored the temporal relationships between anxiety, depression, insomnia, fatigue, and pain over an 18-month period in a large population-based sample of nonmetastatic cancer patients (N = 828), using structural equation modeling. The patients completed a battery of self-report scales at baseline and 2, 6, 10, 14, and 18 months later. The relationships between the same symptom at two consecutive assessments showed the highest coefficients (beta = 0.29 to 0.78; all ps a parts per thousand currency signaEuro parts per thousand 0.05). Cross-loading parameters (beta = 0.06 to 0.19; ps a parts per thousand currency signaEuro parts per thousand 0.05) revealed that fatigue frequently predicted subsequent depression, insomnia, and pain, whereas anxiety predicted insomnia. Fatigue and anxiety appear to constitute important risk factors of other cancer-related symptoms and should be managed appropriately early during the cancer care trajectory.