The main aim of this study was to determine the prevalence of ethical dilemmas in the end-of-life process in advanced cancer patients. We carried out a multicenter, cross-sectional, observational, prospective study in a cohort of cancer patients whose life expectancy was ≤ 6 months. We recorded sociodemographic characteristics, diagnosis of cancer, symptom burden, cognitive and functional status, emotional impact, and sociofamilial risk factors. The main outcome measure was the detection of ethical dilemmas, based on the following definition: conflict in decision-making during the end-of-life process that involves the need to choose between morally acceptable opposing options, where none is clearly preferable to another. We included 324 patients (mean age, 69 years; 58% men). We identified 117 dilemmas in 90 patients (27.8%). The dilemmas detected were as follows: (a) conflicts of information (adaptive denial, conspiracy of silence, information exceeding patient's desired limit), 15.7%; (b) discrepancies in proportionality (discussion on futility, rejection of treatment, withdrawal of life support measures), 16.7%; (c) unrealistic expectations about the outcome of clinical trials, 2.5%; and (d) request for euthanasia or medically assisted suicide, 1.2%. We observed a greater prevalence of ethical dilemmas in men, in patients receiving active cancer treatment, and in patients with emotional distress (p < 0.05). The prevalence of ethical dilemmas during the end-of-life process in cancer patients is relevant. Most dilemmas were associated directly or indirectly with respect for patient autonomy. In this context, the communication skills of the health professionals and advanced care planning take on a key role.