Nausea and vomiting have been recognized as the most distressing side effects of chemotherapy, and are experienced by 66–91% of chemotherapy patients in Japan. Relaxation measures have been used for patients with various other diagnoses, but this technique has never been applied to patients receiving cancer chemotherapy. This pilot study examined the effects of progressive muscle relaxation (PMR) to reduce nausea, vomiting, and anxiety associated with chemotherapy in Japanese patients. Data for eight subjects who were randomly assigned to a treatment group or a control group were analyzed. Both treatment and control groups showed decrease in nausea and vomiting; therefore, the effect of PMR was not verified. However, there was an average decrease of 2.5 points in state-anxiety scores in the treatment group. In addition, some positive effects of PMR were shown by the subjects in the treatment group.