Purpose: This study aimed to assess possible interactive effects of coping styles and psychological stress on depression and anxiety symptoms in Chinese women shortly after diagnosis of breast cancer. Methods: Four hundred and one patients with breast cancer were face-to-face interviewed by trained research staff according to a standardized questionnaire including information on socio-demographic characteristics, psychological stress, coping styles, and anxiety and depressive symptoms. Interactive effects were assessed by hierarchical multiple regression analyses. Results: There were significant associations of the four domains of psychological stress with anxiety and depressive symptoms except for the relationship between "worrying about health being harmed" and depressive symptoms. "Abreaction coping behavior" and "escaping coping behavior" significantly increased the level of both anxiety and depressive symptoms; whereas an "active coping style" reswulted in significant decrease. The interaction of "active coping behavior" with "worrying about health being harmed" significantly increased the risk of the anxiety symptoms, while adopting "self-relaxing coping behavior" was associated with significant decrease. The interaction of "worry about daily life and social relationship being restricted" with "escaping coping behavior" significantly increased the risk of the depressive symptoms. Conclusions: The results of this study suggest that certain coping styles might moderate the association of psychological stress with anxiety and depressive symptoms in Chinese women with breast cancer.