Psychological distress among cancer survivors is common. It is unknown if symptoms predate diagnosis or differ from patients without cancer because studies are limited to patient follow-up. Linked cohort (Wisconsin Longitudinal Study) and tumor registry records were used to assess the psychological distress response pre- to post-cancer diagnosis. Adjusted predicted probabilities of being in one of five categories of change for three psychological distress measures (depression, anxiety, well-being) were compared for participants diagnosed with cancer between 1993–1994 and 2004–2005 and participants without cancer (N=5,162). Cancer survivors were more likely to experience clinically significant increases (≥0.8 standard deviation) in depression (15%,95%CI=12–18%) and anxiety (19%, CI=16–22%) compared to their no-cancer counterparts (10%, CI=10–11%; 11%, CI=11–12%). Cancer survivors <5 years from diagnosis were more likely to experience worsening depression. Survivors ≥5 years were more likely to experience worsening anxiety. No significant results were found for well-being. Characterizing the psychological distress response is a prerequisite for identifying at-risk patients and communicating expected symptoms, allowing for proactive resource provision.