Objective This study aimed to explore the mediating effects of cancer-related dysfunctional beliefs regarding sleep and intolerance of uncertainty on the effect of depression, insomnia, and anxiety on fear of progression (FoP). Methods We retrospectively reviewed medical records of patients with cancer who visited the Sleep Clinic for cancer patients in Asan Medical Center for the first time between December 2021 and March 2022. Data collected included age, sex, types of cancer, staging, current treatment modalities, and history of surgical procedures. In addition, psychological symptoms were rated using the Insomnia Severity Scale (ISI), Patient Health Questionnaire-9 items (PHQ-9), State subcategory of the State and Trait of Anxiety Inventory (STAI-S), Short form of Fear of Progression Questionnaire, Cancer-related Dysfunctional Beliefs about Sleep scale (C-DBS), single item of pain and fatigue, Connor Davidson Resilience Scale 2-item (CD-RISC2), and Intolerance of Uncertainty-12 (IUS-12). The predictive variables for FoP were determined by linear regression analysis. Results The FoP was significantly correlated with age (r=-0.289), ISI (r=0.178), PHQ-9 (r=0.703), STAI-S (r=0.377), fatigue (r=0.452), CD-RISC2 (r=-0.270), IUS-12 (r=0.585), and C-DBS (r=0.427, all p<0.01). A mediation analysis showed that intolerance of uncertainty and dysfunctional beliefs about sleep mediated the relationship of FoP with insomnia, depression, or anxiety. Conclusion Psychological support for intolerance of uncertainty and cancer-related dysfunctional beliefs about sleep in patients with cancer may be beneficial to reduce their FoP.