Background: The aim of this study was to determine the impact of applied progressive muscle relaxation training on the levels of depression, anxiety and stress among prostate cancer patients. Materials and Methods: A quasi-experimental study was conducted at the University Malaya Medical Centre (UMMC) and Universiti Kebangsaan Malaysia Medical Centre (UKMMC) over six months. Prostate cancer patients from UMMC received the intervention and patients from UKMMC were taken as controls. The level of depression, anxiety and stress were measured using Depression, Anxiety Stress Scales - 21 (DASS-21). Results: A total of 77 patients from the UMMC and 78 patients from the UKMMC participated. At the end of the study, 90.9% and 87.2% of patients from the UMMC and UKMMC groups completed the study respectively. There were significant improvements in anxiety (p<0.001, partial ${eta}^2$=0.198) and stress (p<0.001, partial ${eta}^2$=0.103) at the end of the study in those receiving muscle training. However, there was no improvement in depression (p=0.956). Conclusions: The improvement in anxiety and stress showed the potential of APMRT in the management of prostate cancer patients. Future studies should be carried out over a longer duration to provide stronger evidence for the introduction of relaxation therapy among prostate cancer patients as a coping strategy to improve their anxiety and stress.