This study compared the prevalence of psychological difficulties (i.e., anxiety and depression), psychophysiological problems (i.e., insomnia and fatigue), and sexual difficulties across three modalities of treatment for prostate cancer (radiotherapy, brachytherapy, and radical prostatectomy). A total of 861 men completed a battery of questionnaires assessing anxiety, depression, fatigue, insomnia, and quality of life. Patients who initially received radiotherapy had higher levels of depression, anxiety, and fatigue and a lower quality of life, and were more likely to report clinical levels of depression and fatigue. Patients who initially received surgery were more likely to report clinical levels of sexual difficulties but less likely to report clinical levels of depression and fatigue, while patients who received brachytherapy were less likely to report sexual difficulties. Although cross-sectional, these findings raise the possibility of a differential influence of treatments for prostate cancer on some aspects of psychological functioning.