The phenomenon of the 'illness narrative' is well-documented, in the last 25 years, of increasing interest to researchers in health and social sciences. Personal stories about the experience of facing the end of life also have an established history of particular relevance for palliative care clinicians. In this article, we review and describe a range of narrative analysis approaches that may be of use in palliative care. In particular, we distinguish between qualitative analysis applied to narratives and narrative analysis as a method. We discuss the potential benefits and challenges in the use of narrative research methods as a means to deepen our understanding of patient, carer and health professionals' experience, and to support improvements in end of life care policy and practice.