Cancer screening programs have the potential to decrease psychosocial wellbeing. This review investigates the evidence that anal cancer screening has an impact on psychosocial functioning and outlines considerations for supporting participants. The review suggested that screening has no significant effect on general mental health but may increase cancer-specific worry. Having worse anal or HIV symptoms, being younger, higher baseline distress or worse histology results were predictive of greater worry. The findings suggest the need to increase education campaigns, particularly targeting those with HIV infection and men who have sex with men. There is a need to develop a consensus on measuring the psychosocial impact of screening and stepped care approaches for responding to any resulting distress.