This study was to examine the integrity of intervention delivery and identify precursory factors contributing to successful delivery and the effectiveness of a psycho-educational intervention comprising progressive muscle relaxation and health education in patients receiving palliative lung cancer radiotherapy. This mixed methods study employed both quantitative and qualitative methods to investigate intervention integrity and to identify key precursory factors among 70 Hong Kong Chinese lung cancer patients. Results show that the intervention conducted by two support nurses, in line with that planned at the outset of the study, achieved a high degree of consistency. Full adherence to the 20-minute muscle relaxation component was an important factor contributing to better symptom management. Other contributing factors included use of supplementary audio and reading materials and frequent self-practice of muscle relaxation. Reinforcement strategies, together with the use of supplementary learning materials and a flexible approach to progressive muscle relaxation, are recommended for future research.