This cross-sectional data was collected from adult survivors of haematological cancer including, non-Hodgkin lymphoma, leukaemia, myeloma, and other lymphomas. Participants were recruited from three Australian state population-based cancer registries. A total of 2951 eligible haematological cancer survivors were contacted across the three registries, 1239 (42%) provided written consent to have their contact details released to the researchers and were then mailed a questionnaire package. Of these, 984 (79%) returned a completed survey. This dataset comprises of six processed variables from these 984 completed surveys. Three subscale scores from the Depression, Anxiety and Stress Scale (DASS-21) are presented. Scores were calculated by summing all items in a subscale and multiplying by two. For the depression subscale, normal symptoms are indicated by scores of 0-9; mild by scores of 10-13; moderate by scores of 14-20; severe by scores of 21-27 and extremely severe by scores of 28 or more. For the anxiety subscale, normal symptoms are indicated by scores of 0-7; mild by scores of 8-9; moderate by scores of 10-14; severe by scores of 15-19; and extremely severe by scores of 20 or more. For the stress scale, normal symptoms are indicated by scores of 0-14; mild by scores of 15-18; moderate by scores of 19-25; severe by scores of 26- 33; and extremely severe by scores of 34 or more. Three variables describing survivors’ self-classified levels of anxiety, depression and stress, respectively, are also presented. For example, participants were asked to indicate their level of depression over the past week using the following response options: “normal,” “mild,” “moderate,” “severe” and “extremely severe.” The response scale used for this question was designed to reflect the recommended cut-points used to score the DASS-21. This grant No. 569290 was awarded through the Priority-driven Collaborative Cancer Research Scheme and co-funded by beyond blue and the Australian Government through Cancer Australia (https://canceraustralia.gov.au/). It also received funding support from a Strategic Research Partnership Grant (CSR 11-02) from Cancer Council NSW (https://www.cancercouncil.com.au/research/) to the Newcastle Cancer Control Collaborative (New-3C), and infrastructure funding from the University of Newcastle (https://www.newcastle.edu.au/) and Hunter Medical Research Institute (https://hmri.org.au/). A/Prof Mariko Carey is supported by a NHMRC Boosting Dementia Leadership Fellowship (APP1136168; https://nhmrc.gov.au/) and Dr. Jamie Bryant is supported by an NHMRC-ARC Dementia Research Development Fellowship (APP1105809; https://nhmrc.gov.au/). The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.