The recent discoveries in the oncological researches have demonstrated that the prognosis of the neoplastic diseases depends on not only the biological characteristics of tumors, including oncogene expression and growth factor receptor activity, but also on the immune status of cancer patients. This is because the well-documented importance of the anticancer immunity in the initiation of the tumor that is mainly modulated by lymphocytes. In addition, the knowledge on the interactions between the immune and neuroendocrine systems has demonstrated that the immune responses are physiologically under a psychoneuroendocrine control. In particular, it has been confirmed that the activation of the brain opioid tone may suppress the generation of an effective anticancer immunity, whereas it is stimulated by other neuroendocrine structure, namely the pineal gland, through the release of at least two indole hormones with anticancer activity, melatonin and 5-methoxytryptamine, exerting both antiproliferative and immunostimulatory effects. By investigating the immune and neuroendocrine functions in cancer patients, it has been observed that cancer progression is associated with a progressive decline in the pineal function, which would constitute the main cancer-related endocrine deficiency, and the occurrence of the irreversible immune alterations. The most prognostically important factors would consist of a diminished endogenous production of anticancer cytokines, such as IL-2 and IL-12, as well as an abnormally enhanced secretion of cytokines provided by suppressive effect on the anticancer immunity, namely IL-14, TGF-beta, and IL-6. The psychoneuroimmunotherapeutic approach in the treatment of cancer would simply consist of the corrections of the various endocrine and immune cancer-related alterations in an attempt to re-establish the neuroimmune condition of the health status.