Nausea and vomiting are often associated with opioid analgesia in cancer patients; however, only a subset of patients develop such side effects. Here, we tested the hypothesis that the occurrence of nausea and vomiting is modulated by the genetic background of the patients. Whole exome sequencing of DNA pools from patients with either low (n = 937) or high (n = 557) nausea and vomiting intensity, recruited in the European Pharmacogenetic Opioid Study, revealed a preliminary association of 53 polymorphisms. PCR-based genotyping of 45 of these polymorphisms in the individual patients of the same series confirmed the association for six SNPs in AIM1L, CLCC1, MUC16, PDE3A, POM121L2, and ZNF165 genes. Genotyping of the same 45 polymorphisms in 264 patients of the Italian CERP study, also treated with opioids for cancer pain, instead confirmed the association for two SNPs in ZNF568 and PDE3A genes. Only one SNP, rs12305038 in PDE3A, was confirmed in both series, although with opposite effects of the minor allele on the investigated phenotype. Overall, our findings suggest that genetic factors are indeed associated with nausea and vomiting in opioid-treated cancer patients, but the role of individual polymorphisms may be weak.