Colorectal cancer (CRC) patients often experience debilitating symptom clusters during chemotherapy. The co-occurrence of anxiety and sleep disturbance is particularly common and may have a synergistic negative effect on patients' physiological and psychological well-being. This study was designed based on the principles of psychoneuroimmunology (PNI), which suggest that psychological states can influence the immune system. A total of 103 patients with Stage II-IV CRC undergoing standard chemotherapy were enrolled. Participants were assessed at the beginning of a chemotherapy cycle using validated questionnaires: the Hospital Anxiety and Depression Scale (HADS) for anxiety, the Pittsburgh Sleep Quality Index (PSQI) for sleep disturbance, and the EORTC QLQ-C30 for quality of life. Peripheral blood samples were collected to quantify lymphocyte subsets (CD3+, CD4+, CD8+, NK cells) via flow cytometry. Patients were stratified into a "Symptom Cluster" group (HADS-A ≥ 8 and PSQI \> 5) and a "No/Low Symptoms" group. The study compares immune parameters and quality of life scores between the two groups and uses correlation and regression analyses to explore the relationships between symptom severity, immune function, and quality of life.