Patients diagnosed with cancer often undergo considerable psychological distress, and the induction of the psychological stress response has been linked with a poor response to chemotherapy. The psychological stress response is mediated by fluctuations of the hormones glucocorticoids (GCs) and catecholamines. Binding to their respective receptors, GCs and the catecholamines adrenaline/noradrenaline are responsible for signalling a wide range of processes involved in cell survival, cell cycle and immune function. Synthetic GCs are also often prescribed as co-medication alongside chemotherapy, and increasing evidence suggests that GCs may induce chemoresistance in multiple cancer types. In this review, we bring together evidence linking psychological stress hormone signalling with resistance to chemo- and immune therapies, as well as mechanistic evidence regarding the effects of exogenous stress hormones on the efficacy of chemotherapies.