The primary purpose of this project is to determine the feasibility and acceptability of a novel mobile health application (STAMP+CBT app). The STAMP+CBT app (Smartphone Technology to Alleviate Malignant Pain + Cognitive Behavioral Therapy) seeks to provide education about pain medications alongside cognitive behavioral therapy techniques for pain to patients with advanced cancer. The application uses multi-media educational materials and survey algorithms assessing pain, medication usage, mood, stress, and sleep to improve pain management in this population. In this study, patients with advanced cancer at OU will participate in a single-arm, 6-week study of STAMP+CBT (4-week intervention period and a 2-week post-intervention period).