Background Research on the implication of experiential avoidance in the aetiology and maintenance of diverse forms of psychopathology has grown considerably over the last 10 years. However, the potential contribution of experiential avoidance to cancer‐related distress has received limited attention. Accordingly, the objective of this study was to examine the association between experiential avoidance, symptoms of anxiety and depression, and quality of life (QoL) during the course of a psychological group intervention for women with breast cancer. Methods Fifty‐four women with breast cancer participated in a psychological group intervention designed to reduce distress and improve QoL. Participants completed measures of experiential avoidance, anxiety and depressive symptoms, and QoL upon the first and last sessions. Results A path analysis revealed that, after controlling for baseline measures, smaller reductions in experiential avoidance during the course of the intervention predicted smaller reductions in anxiety and depressive symptoms. Also, experiential avoidance had a negative indirect effect on QoL via depressive symptoms. Conclusions Experiential avoidance may perpetuate the emotional problems commonly found in women with breast cancer and attenuate improvements associated with participation in psychological interventions. Implications for clinical practice in psycho‐oncology are discussed. Copyright © 2016 John Wiley & Sons, Ltd.