A high level of anticipatory distress in women scheduled for surgery to detect or treat breast cancer emphasizes the importance of investigation of potential targets for distress-reducing interventions. Exercise and sleep have been examined in relation to distress in this population, focusing on the post-surgery period. In this study the authors examined the contributions of physical activity and sleep to anticipatory distress levels in 124 women prior to breast surgery. Patients completed measures of distress, activity, and sleep. The authors hypothesized that higher levels of activity and better sleep would be associated with lower anticipatory distress. Additionally, the authors hypothesized that the effects of physical activity on distress would be accounted for by (mediated) sleep quality. Results indicated that physical activity and sleep quality were negatively related to distress (p < .05); however, activity effects were not mediated by sleep. These findings have implications for designing interventions to reduce anticipatory breast surgery distress.