Roosevelt's pro-labor stance was most obvious during the Anthracite Coal strike of 1902. He first threatened to send in federal troops to run the industry, but then he set up an independent arbitration commission which persuaded the miners to go back to work. Some months later the commission devised a settlement that won the workers most of their demands. Roosevelt's actions were noteworthy because he was the first modern president to defy the precedent of the federal government always acting in support of management.

During his presidency, Roosevelt advocated employers' liability legislation, extending the eight-hour day to railroad workers, and a child labor. The opposition of the Republican Old Guard overwhelmed him on those issues. Additionally, Roosevelt was the first president to confer regularly with union leaders.

Nevertheless, neither Roosevelt or Samuel Gompers, the long-time president of the American Federation of Labor, trusted one another.