The idea that depression or depressive symptoms are associated with cancer incidence is a very old one, but recent findings from the cohort literature are equivocal. Using longitudinal data from the Whitehall II Study, this research investigated whether elevated distress or depressive symptoms in cancer-free participants was associated with increased risk of cancer over a maximum of 10 - 12 years follow up. This study also examined the contribution of health behaviours as a possible pathway between distress and cancer, taking particular confounders into account (age, gender and socioeconomic status).After exclusions, 6799 men and 3300 women aged between 35 and 55 years were followed up for a mean of 10.7 years. Psychological distress was assessed at baseline in two ways, primarily using the chronic scoring of the 30-item General Health Questionnaire, as well as a depressive symptoms sub-scale from the GHQ-30. Participants who were distressed were more likely to be younger and female, and there were statistically significant associations between distress and health behaviours related to cancer risk (smoking, alcohol intake, diet and exercise). There were 302 malignant neoplasms eligible for analysis, with breast cancer the most common (86), followed by prostate cancer (21) and colorectal cancers. Low numbers of cases necessitated the grouping of cancers according to behavioural risk factors and three outcomes were analysed using Weibull regression: any malignant neoplasm, smoking-related sites and breast cancer. Results showed that for each of the outcomes there was no increased risk of developing cancer associated with psychological distress or depressive symptoms, but a repeated analysis after at least 10 years is recommended. Overall, cancer risk was associated with being female, increasing age and current smoking. The theoretical implications of this study were discussed along with directions for future research, in particular the role of health behaviours as a pathway.