Context: Suffering is a complex experience. Identifying its predictors is useful to signal at-risk patients. Objective: To identify suffering predictors in patients with advanced cancer in palliative care. Methods: A total of 98 patients participated in the study. A semistructured interview examining suffering levels and physical, psychological, social, and spiritual aspects was used. Instruments included Pictorial Representation of Illness and Self Measure (PRISM), Edmonton Symptom Assessment System (ESAS), Detection of emotional distress (DED), and Structured Interview of Symptoms and Concern (SISC). Variance-based structural equation model was used for the data analysis. Results: All measures were valid and reliable. The structural model explained 64% of the variance. Suffering levels were directly determined by psychological and adjustment problems and indirectly determined by physical, psychological, and spiritual aspects and coping strategies. Conclusion: Our study supports the proposed theoretical model and signals the important mediating effect of psychological and spiritual variables between physical symptoms and suffering.