Objectives The aim of the study was to investigate the adequacy of help delivered by the healthcare system for 12 symptoms/problems in a national, randomly selected sample of advanced cancer patients in Denmark. Methods Advanced cancer patients (n = 1630) from 54 hospital departments across Denmark received the 3‐Levels‐of‐Needs Questionnaire (3LNQ). The 3LNQ measures ‘problem burden’, the degree to which a symptom or problem is perceived as a problem, and ‘felt need’, whether the patient receives adequate help. Prevalences were calculated for ‘problems’ (at least ‘a little’ of a problem), ‘moderate/severe problems’ (at least ‘quite a bit’ of a problem) and ‘felt need’ (inadequate help or no help despite wanting it). Results In total, 977 (60%) patients participated. The most frequent ‘problems’ were fatigue (73%; ‘moderate/severe’ 36%) and limitations doing physical activities (65%; ‘moderate/severe’ 36%). For the 12 symptoms/problems assessed the prevalence of ‘felt need’ was 11–35%. Of the patients who had received help, 34–74% viewed the help as inadequate. Of those who had not received help, 48–78% wished for help. Conclusion Advanced cancer patients are not receiving the help they need. Large proportions of patients were burdened by symptoms/problems. Of those who had received help, many viewed it as inadequate. Better symptom/problem identification and management is warranted for advanced cancer patients. Copyright © 2012 John Wiley & Sons, Ltd.