In recent years, the incidence of cancer in the world has been unprecedented. As a common debilitating disease, cancer is one of the main causes of death in children and adolescents, in both developed and developing countries. This study aimed to compare depression, anxiety and coping styles in normal children and adolescents and those with cancer. This research is descriptive and causal-comparative. The population consisted of patients with cancer admitted to three hospitals of Mohammad Kermanshahi, Taleghani and Imam Reza in the spring and summer of 2014 and normal students in Kermanshah who were 60 persons (30 patients and 30 normal) using available sampling. For data collection, the subjects responded to the questionnaires of coping responses, depression, and anxiety. The data were analyzed by descriptive statistics and inferential statistics including multivariate analysis of variance (MANOVA) with the aid of SPSS 19 software. The results indicated that a difference exists between the mean scores of the variables of dysfunctional coping styles, depression and anxiety in children and adolescents with cancer. According to the research findings, to develop treatment goals and improve quality of life in children and adolescents with cancer, they need psychological interventions.