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Aims and objectives: To investigate the relationship between illness uncertainty, self‐perceived burden and quality of life and explore the mediating role of self‐perceived burden between illness uncertainty and quality of life in patients with chronic myeloid leukaemia. Background: Patients with chronic myeloid leukaemia need long‐term, potentially lifelong therapy to control the disease, which affects their quality of life. There is a need for exploring potentially changeable factors to develop interventions. Little is known about the effects of illness uncertainty and self‐perceived burden on quality of life in this population. Design: A cross‐sectional study. Methods: A convenience sample of 248 patients with chronic myeloid leukaemia was recruited from four university hospitals from February to August 2020. Participants were assessed with the Mishel Uncertainty in Illness Scale, Self‐Perceived Burden Scale, and European Organization for Research and Treatment of Cancer Quality of Life Questionnaire. The STROBE checklist was used to report the results. Results: Illness uncertainty and self‐perceived burden were negatively associated with quality of life in patients with chronic myeloid leukaemia. Self‐perceived burden partially mediated the relationship between illness uncertainty and quality of life. The indirect effect was −0.101, accounting for 22.9% of the total effect. Conclusion: The findings revealed the relationship between illness uncertainty, self‐perceived burden and quality of life in patients with chronic myeloid leukaemia. Self‐perceived burden exerted a mediating role between illness uncertainty and quality of life in this population. Relevance to clinical practice: This study alerts healthcare providers to pay attention to patients' illness uncertainty and self‐perceived burden, which can contribute to develop effective interventions to improve the quality of life among patients with chronic myeloid leukaemia in the clinical practice. [ABSTRACT FROM AUTHOR]