Coping refers to the cognitive and behavioral activities by which a person attempts to manage a potentially stressful situation. This study aims to investigate the association between distress level and coping styles in 161 patients from a private cancer center, located in Brasília, the capital of Brazil. They were between 19 and 84 years of age (M = 56; SD = 14.9), of both gender (29.8% male and 70.2% female), most of them married (61.5%), 61.5% had at least the college degree, with several types of cancer (gastrointestinal, breast and hematological were the main diagnosis). All patients answered the Distress Thermometer and the Ways of Coping Checklist 20 days after receive the diagnosis, on the day of the beginning of chemotherapy treatment. A significant proportion of patients (42.9%) reported high level of distress (DT ≥ 4), of these patients the main coping strategy used to deal with diagnosis/treatment was seeking social support (27.5%) and planful problem solving (27.5%), followed by escape-avoidance (13%), confrontive coping, distancing and self-control (8.7% for each one) . Those patients (57.1%) with low level of distress (DT ≤ 3) chose the social support (28.3%), problem solving (25%), distancing (23.9%), positive reappraisal (8.7%) and self-control (7.6%). There were similarities and differences between group of patients with high and low of distress level. For both social support and problem solving were the most strategy used. The third one could be considered a similar construct of avoidance/denial (escape-avoidance and distancing). This preliminary findings suggest that individuals who appraise their cancer illness as a threat are likely to use more social support and planful problem solving coping strategies. We suggest future studies to evaluate the relationship between coping and demographic and disease characteristics.