A method for preventing or treating a cancer includes administering an anti-cancer pharmaceutical composition including an interferon alpha or a polymer conjugate thereof. The pharmaceutical composition can be co-administered with anti-cancer agents. The interferon alpha conjugate shows a longer in vivo half-life and a more excellent anti-cancer activity than the conventional interferon alpha, and in particular, its co-administration with an anti-cancer agent such as gemcitabine has synergistic inhibitory effects on cancer cell growth and proliferation so as to exhibit a remarkably excellent anti-cancer activity. Further, the anti-cancer pharmaceutical composition has excellent in vivo half-life and anti-cancer activity to greatly reduce administration frequency. Co-administration of an anti-cancer agent and the interferon alpha conjugate having excellent anti-cancer activity reduces administration dose of anti-cancer agent so as to reduce side effects of anti-cancer agent and increase treatment compliance of patient.