Background: As the proportion of older people worldwide increases, cancer cases and deaths from cancer are rising. Suffering from cancer has a profound impact on the daily lives of patients and their families. Cancer patients often perceive themselves as a burden, which affects their quality of life; therefore, this study investigated the relationship between intolerance of uncertainty, cognitive fusion, and self‐perception as burdens and the mediating role of coping self‐efficacy in patients diagnosed with cancer. Methods: In this descriptive, correlational, and structural equation modeling study, 400 patient diagnosed with cancer who were hospitalized in the oncology ward of Imam Khomeini Hospital in Ardabil in the first half of 2022 were selected as the sample and answered Casino et al. self‐perceived burden questionnaire, Gillanders et al. cognitive fusion questionnaire, Carleton et al. uncertainty intolerance scale, and Merleau et al. cancer behavior scale. Results: Based on the results, the fitting indices of the research conceptual model were confirmed. Intolerance of uncertainty, cognitive fusion, and coping self‐ efficacy had a direct and significant relationship with self‐perceived burden in patients diagnosed with cancer (p < 0.01); also, intolerance of uncertainty and cognitive fusion through coping self‐efficacy had an indirect effect on self‐perceived burden in patients diagnosed with cancer (p < 0.05). Conclusion: Therefore, intolerance of uncertainty, cognitive fusion, and coping self‐ efficacy plays a substantial role in the incidence of self‐perceived burden in patients diagnosed with cancer and targeting these three components by psychological therapies can reduce the perception of self‐perception as burden which is effective in patients diagnosed with cancer