Millions of people are diagnosed with cancer each year in the USA and are living on systemic therapies designed to prolong their life. While these therapies are intended to treat the disease, most exacerbate cancer symptoms such as pain and anxiety. Oncologists and other healthcare providers are now challenged to deliver adjunctive therapies designed to improve quality of life of patients while they undergo cancer treatment, including minimizing already disruptive symptoms such as cancer pain and anxiety. Complementary and alternative medicines such as immersive virtual reality (VR) and neurofeedback (NF) are novel approaches to the management of cancer symptoms. While the evidence for combining VR and NF, specifically for management of cancer pain, while patients undergo systemic therapies, is still emerging; our preliminary findings suggest this treatment modality might offer relief of cancer symptoms. This paper briefly highlights the clinical need for supportive therapies such as VR and NF in the oncological setting and summarizes innovative research in this area.