Context Symptom clusters in advanced cancer can influence patient outcomes. There is large heterogeneity in the methods used to identify symptom clusters. Objectives To investigate the consistency of symptom cluster composition in advanced cancer patients using different statistical methodologies for all patients across five primary cancer sites, and to examine which clusters predict functional status, a global assessment of health and global quality of life. Methods Principal component analysis and exploratory factor analysis (with different rotation and factor selection methods) and hierarchical cluster analysis (with different linkage and similarity measures) were used on a data set of 1562 advanced cancer patients who completed the European Organization for the Research and Treatment of Cancer Quality of Life Questionnaire-Core 30. Results Four clusters consistently formed for many of the methods and cancer sites: tense-worry-irritable-depressed (emotional cluster), fatigue-pain, nausea-vomiting, and concentration-memory (cognitive cluster). The emotional cluster was a stronger predictor of overall quality of life than the other clusters. Fatigue-pain was a stronger predictor of overall health than the other clusters. The cognitive cluster and fatigue-pain predicted physical functioning, role functioning, and social functioning. Conclusions The four identified symptom clusters were consistent across statistical methods and cancer types, although there were some noteworthy differences. Statistical derivation of symptom clusters is in need of greater methodological guidance. A psychosocial pathway in the management of symptom clusters may improve quality of life. Biological mechanisms underpinning symptom clusters need to be delineated by future research. A framework for evidence-based screening, assessment, treatment, and follow-up of symptom clusters in advanced cancer is essential.