Purpose <p>There are no reports on the side effects of chemotherapy on the quality of life (QOL) of patients with malignant lymphoma or on the intensity of anxiety affecting these side effects. We conducted a prospective observational study to evaluate the association between anxiety, chemotherapy side effects, and QOL in patients with malignant lymphoma undergoing their first cancer chemotherapy treatment.</p> Methods <p>We studied anxiety intensity, side effects, and QOL changes in 60 patients with malignant lymphoma who received their first course of initial chemotherapy at Gifu Municipal Hospital (Japan) between January 2021 and December 2022. Questionnaires were administered before and after the first chemotherapy course. The questionnaires included patient information and the STAI-JYZ, EQ-5D-5L, and EORTC QLQ-C30. EQ-5D-5L utility values and EORTC QLQ-C30 item scores were compared before and after the first chemotherapy course. The proportion of patients with issues with the five EORTC QLQ-C30 items was compared before and after the first chemotherapy. QOL was compared based on side effects and severity. QOL based on anxiety intensity was also compared.</p> Results <p>The number of patients reporting problems with their usual activities significantly increased after the first chemotherapy course. Emotional functioning on the EORTC QLQ-C30 significantly increased after the first chemotherapy course. Patients’ anxiety, depression, and pain decreased after the first course of chemotherapy. Patients with anorexia had lower utility values and EORTC QLQ-C30 Global health status. The utility values of the anxiety group increased significantly after chemotherapy.</p> Conclusion <p>Chemotherapy reduced activity but improved mental and psychological status. Anorexia negatively affects QOL and improves the QOL of patients with anxiety undergoing chemotherapy. This study clarified the relationship between anxiety, side effects, and QOL associated with cancer chemotherapy in patients with malignant lymphoma.</p>