Background/Objective Self‐perceived burden to others (SPB) is a major concern of terminally ill cancer patients and is frequently factored into end‐of‐life (EOL) care decision‐making. However, changes in and determinants of SPB and its longitudinal impact on preferences for EOL care over the dying process have not been investigated. Our study was aimed at filling this gap in knowledge. Methods A convenience sample of 325 cancer patients was followed until death. High SPB was identified as scoring >20 on the Self‐perceived Burden Scale. Preferences for EOL care included EOL‐care goals, life‐sustaining treatments, and hospice care. Factors potentially precipitating/minimizing patients' high SPB included demographics, disease characteristics and burden, and social support and were examined by multivariate logistic regression modeling with the generalized estimating equation. Results Prevalence of high SPB increased as death approached (51.78%, 58.26%, 62.66%, and 65.38% for 181–365, 91–180, 31–90, and 1–30 days before death, respectively). High SPB was precipitated by women, younger age, having inadequate financial resources, without religious affiliation, and suffering from severe symptom distress and heavy functional dependence but was independent of time proximity to patient death, disease characteristics, and social support. Furthermore, high SPB was not associated with EOL‐care preferences, whether aggressive life‐sustaining treatments or hospice care. Conclusions High SPB was prevalent among terminally ill cancer patients but independent of preferences for EOL care. Cancer patients' SPB may be lessened by adequate symptom relief to facilitate functional independence. These strategies to ease SPB may improve the quality of death and dying. Copyright © 2016 John Wiley & Sons, Ltd.