Research is needed on the desire for hastened death (DHD) in the context of advanced cancer in order to address the clinical, ethical, and legal questions that it raises. The goal of the present qualitative study was to understand the experience of the DHD as expressed by individuals with advanced cancer, and to understand how it evolves over time. Participants were 27 ambulatory patients aged 45-82 years with advanced lung or gastrointestinal cancer. Participants were recruited through theoretical sampling from outpatient clinics at a large cancer center in Toronto Canada, and were asked about the DHD in serial, open-ended interviews until the point of death. A total of 54 interviews were analyzed based on the grounded theory method. The experience of the DHD in the context of advanced cancer was found to be subsumed under three distinct categories: i) DHD as a hypothetical exit plan; ii) DHD as an expression of despair; and iii) DHD as a manifestation of letting go. Each category had unique temporal and qualitative characteristics. The identification of these categories may be important to inform future research on the DHD, the criteria for clinical intervention in individuals who express this desire, and the public debate about physician-assisted suicide and euthanasia for individuals with advanced disease.