Objective The aim of this study was to investigate the efficacy and tolerability of duloxetine in cancer patients with mood disorder (MD) by means of a comparison with a matched control group of patients with MD without medical illness. Methods Fifty-nine consecutive patients with MD were enrolled in this prospective case-control study and received duloxetine 60/120 mg per day for 12 weeks. Twenty-seven patients were affected by cancer, whereas 32 had an MD without cancer. All the patients were assessed by means of efficacy and effectiveness tolerability scales for depression (Montgomery-Asberg Depression Rating Scale and Hospital Anxiety and Depression Scale), anxiety (State-Trait Anxiety Inventory-Y1/Y2) and severity of symptoms (Clinical Global Impression (CGI)-Severity) at baseline (T0), after 4 weeks (T1) and 12 weeks (T2). The CGI-Improvement, CGI-Effectiveness Index and Dosage Record Treatment Emergent Symptom Scale were administered at T1 and T2. Results A significant global improvement in all the efficacy measures was found. The results showed no significant interaction 'Time X Group', suggesting a similar improvement in efficacy scores for cancer-depressed patients and depressed patients without cancer. No difference was found between the two groups with regard to drop-out percentage, effectiveness and tolerability. Conclusion Although the results of this case-control study are preliminary, they suggest that duloxetine can be considered a good option for the treatment of MD in cancer patients.