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Purpose The alleviation of suffering is a central goal of palliative care, but little research has addressed the construct of suffering as a global experience of the whole person. We inquired into the sense of suffering among patients with advanced cancer to investigate its causes and correlates. Patients and Methods Semistructured interviews were administered to 381 patients. The interviews inquired about physical symptoms, social concerns, psychological problems, and existential issues. We also asked, “In an overall, general sense, do you feel that you are suffering?” Results Almost half (49.3%) of respondents did not consider themselves to be suffering, and 24.9% felt that they suffered only mildly. However, 98 participants (25.7%) were suffering at a moderate-to-extreme level. The latter participants were more likely to experience significant distress on 20 of the 21 items addressing symptoms and concerns; the highest correlations were with general malaise (rho [ρ]= 0.56), weakness (ρ = 0.42), pain (ρ = 0.40), and depression (ρ = .39). In regression analyses, physical symptoms, psychological distress, and existential concerns, but not social issues, contributed to the prediction of suffering. In qualitative narratives, physical problems accounted for approximately half (49.5%) of patient reports of suffering, with psychological, existential, and social concerns accounting for 14.0%, 17.7%, and 18.8%, respectively. Conclusion Many patients with advanced cancer do not consider themselves to be suffering. For those who do, suffering is a multidimensional experience related most strongly to physical symptoms, but with contributions from psychological distress, existential concerns, and social-relational worries.