Objective Psycho‐neuro‐immune research suggests an association between cancer outcomes and psychosocial distress. Objective criteria to determine patients' levels of distress are important to establish potential links to disease outcomes. Methods We compared three patient‐reported with one doctor‐reported measures of psycho‐oncologic distress frequently used in routine cancer care and investigated associations with standard disease severity parameters in melanoma patients. We enrolled n = 361 patients, successively seen at two outpatient university clinics in Germany. In the naturalistic study, n = 222 patients had been diagnosed <180 days and were seen for the first time (Group I); n = 139 had been diagnosed >180 days and were in after‐care (Group II). Results Across groups, only moderate associations were seen between patient‐ reported and doctor‐reported measures. Regarding clinical variables, disease severity and perceived need of psycho‐oncologic support reported by patients or doctors showed hardly any association. After subgroup stratification, in patients of Group II, patient‐reported and doctor‐reported instruments showed some small associations with disease parameters commonly linked to more rapid cancer progression in patients who are in cancer after‐care. Conclusions Overall, the few and low associations suggest that need of psycho‐oncologic support and clinical variables were largely independent of each other and doctors' perception may not reflect the patient's view. Therefore, the assessment of the patient perspective is indispensable to ensure that melanoma patients receive appropriate support, as such need cannot be derived from other disease parameters or proxy report. More research is needed applying psychometrically robust instruments that are ideally combined with sensitive biomarkers to disentangle psycho‐neuro‐immune implications in melanoma patients. Copyright © 2015 John Wiley & Sons, Ltd.