OUTLINE: This is a randomized, double blind study. Patients are stratified by primary malignant disease (lung vs breast vs other), life expectancy (4-6 months vs greater than 6 months), planned concurrent radiotherapy (yes vs no), and degree of anemia (mild or at least 9 g/dL vs severe or less than 9 g/dL). Patients receiving chemotherapy are randomized to receive epoetin alfa subcutaneously once a week for a maximum of 16 weeks (arm I) or placebo subcutaneously once a week for a maximum of 16 weeks (arm II). Quality of life is assessed at randomization and monthly throughout study. Patients are followed every 6 months for 1 year.