This study in patients with cancer and anemia, who were receiving chemoradiation and were treated with epoetin alfa, examined the relationship between hemoglobin level and quality of life (QOL), change in hemoglobin and change in QOL, and incremental (1 g/dL) increase in hemoglobin and related incremental improvement in QOL. Data from a multicenter, open-label, prospective study of once-weekly epoetin alfa therapy in anemic cancer patients receiving chemoradiation were used to retrospectively evaluate the relationship between hemoglobin changes and QOL changes via correlation and longitudinal analyses. A sample selection correction method was used to ensure unbiased results. QOL (energy, activity, overall QOL) was measured using the Linear Analog Scale Assessment. An incremental analysis determined the greatest incremental increase in QOL associated with a 1 g/dL increase in hemoglobin level. Of the 777 patients enrolled, 464 met chemotherapy and radiotherapy eligibility criteria. Of these, 359 (77%) underwent two QOL assessments and were eligible for analysis. A nonlinear and statistically significant positive correlation was found between hemoglobin levels and Linear Analog Scale Assessment QOL scores (r = 0.32 [energy], 0.33 [activity], and 0.29 [overall QOL]; P < .0001). An incremental analysis used regression methods to characterize the changes in hemoglobin levels and QOL scores. Hemoglobin change was found to be a statistically significant determinant of QOL changes (P < .05). The greatest incremental QOL gain associated with a 1-g/dL change in hemoglobin occurred around hemoglobin 12 g/dL (range, 11–13 g/dL). A direct relationship exists between hemoglobin increases and corresponding QOL increases. Maximal incremental gain in QOL occurred when hemoglobin was approximately 12 g/dL (range, 11–13 g/dL).