Objective In cancer settings, physician empathy is not always linked to a better patient emotional quality of life quality of life (eQoL). We tested two possible moderators of the inconsistent link: type of consultation (bad news versus follow-up) and patient emotional skills (emoSkills, i.e., the way patients process emotional information). Methods In a cross-sectional design, 296 thoracic and digestive tract cancer patients completed validated questionnaires to assess their physician empathy, their emoSkills and eQoL. Moderated multiple regressions were performed. Results In follow-up consultations, physician empathy was associated with a better eQoL in patients with low or average emotional skills. Those with high emotional skills did not benefit from physician empathy. Their eQoL was nonetheless very good. In bad news consultations, the pattern was reversed: only patients with average or high emotional skills benefited from physician empathy. Those with low emotional skills were not sensitive to it and presented a poor eQoL. Conclusion Medical empathy is important in all consultations. However, in bad news consultations, patients with low emoSkills are at risk of psychological distress even with an empathetic doctor.