Purpose: Anxiety is common among cancer patients and their family caregivers (FCs) and is associated with poorer outcomes. Recently, associations between inflammation and anxiety were identified. However, the relationship between variations in cytokine genes and anxiety warrants investigation. Therefore, phenotypic and genotypic characteristics associated with trait and state anxiety were evaluated in a sample of 167 oncology patients with breast, prostate, lung, or brain cancer and 85 of their FCs. Methods: Using multiple regression analyses, the associations between participants’ demographic and clinical characteristics as well as variations in cytokine genes and trait and state anxiety were evaluated. Results: In the bivariate analyses, a number of phenotypic characteristics were associated with both trait and state anxiety (e.g., age, functional status). However, some associations were specific only to trait anxiety (e.g., number of comorbid conditions) or state anxiety (e.g., participation with a FC). Variations in three cytokine genes (i.e., interleukin (IL) 1 beta, IL1 receptor 2 (IL1R2), nuclear factor kappa beta 2 (NFKB2)) were associated with trait anxiety, and variations in two genes (i.e., IL1R2, tumor necrosis factor alpha (TNFA)) were associated with state anxiety. Conclusions: These findings suggest that both trait and state anxiety need to be assessed in oncology patients and their FCs. Furthermore, variations in cytokine genes may contribute to higher levels of anxiety in oncology patients and their FCs.