Context Episodic breathlessness is a relevant aspect in patients with advanced cancer. Objectives The aim of this study was to assess the different aspects of this clinical phenomenon. Methods A consecutive sample of patients with advanced cancer admitted to different settings for a period of six months was surveyed. The presence of background breathlessness and episodic breathlessness, their intensity (numerical scale 0-10), and drugs used for treatment were collected. Factors inducing episodic breathlessness and its influence on daily activities were investigated. Results Of 921 patients, 29.3% (n = 269) had breathlessness and 134 patients (49.8%) were receiving drugs for background breathlessness. In the multivariate analysis, the risk of breathlessness increased with chronic obstructive pulmonary disease, although it decreased in patients receiving disease-oriented therapy and patients with gastrointestinal tumors. The prevalence of episodic breathlessness was 70.9% (n = 188), and its mean intensity was 7.1 (SD 1.6). The mean duration of untreated episodic breathlessness was 19.9 minutes (SD 35.3); 41% of these patients were receiving drugs for episodic breathlessness. The majority of episodic breathlessness events (88.2%) were triggered by activity. In the multivariate analysis, higher Karnofsky Performance Status levels were significantly related to episodic breathlessness, although patients receiving disease-oriented therapy were less likely to have episodic breathlessness. Conclusion This study showed that episodic breathlessness frequently occurs in patients with breathlessness in the advanced stage of disease, has a severe intensity, and is characterized by rapid onset and short duration, which require rapid measures.