Ethan Zohn says he is still training for the New York City Marathon, even though his Hodgkin's lymphoma has returned.

Zohn and his girlfriend of eight years, fellow "Survivor" winner Jenna Morasca, recently competed on "The Amazing Race" and star on TV's "Everyday Health."

"I was just angry," Zohn told about learning the disease had returned.

"I was scared that I was going to die. I felt like defeated almost because I was back in action. ... My life was going like how I envisioned it."

Zohn said he began a new course of chemotherapy Oct. 18.

"With this new drug SGN-35, they aren't nearly as bad as they were," he told "Just lethargy, nausea, headaches for a little while, but now I'm feeling good and I'm continuing to train for the New York City Marathon."

Zohn was first diagnosed with cancer in April 2009 and underwent various courses of treatment. The disease was in remission from April 2010 until September 2011.