Significant disruptions in sleep–wake cycles have been found in advanced cancer patients in prior research. However, much remains to be known about specific sleep–wake cycle variables that are impaired in patients with a significantly altered performance status. More studies are also needed to explore the extent to which disrupted sleep–wake cycles are related to physical and psychological symptoms, time to death, maladaptive sleep behaviors, quality of life and 24-h light exposure. This study conducted in palliative cancer patients was aimed at characterizing patients’ sleep–wake cycles using various circadian parameters (i.e. amplitude, acrophase, mesor, up-mesor, down-mesor, rhythmicity coefficient). It also aimed to compare rest–activity rhythm variables of participants with a performance status of 2 vs. 3 on the Eastern Cooperative Oncology Group scale (ECOG) and to evaluate the relationships of sleep–wake cycle parameters with several possible correlates. The sample was composed of 55 community-dwelling cancer patients receiving palliative care with an ECOG of 2 or 3. Circadian parameters were assessed using an actigraphic device for seven consecutive 24-h periods. A light recording and a daily pain diary were completed for the same period. A battery of self-report scales was also administered. A dampened circadian rhythm, a low mean activity level, an early mean time of peak activity during the day, a late starting time of activity during the morning and an early time of decline of activity during the evening were observed. In addition, a less rhythmic sleep–wake cycle was associated with a shorter time to death (from the first home visit) and with a lower 24-h light exposure. Sleep–wake cycles are markedly disrupted in palliative cancer patients, especially, near the end of life. Effective non-pharmacological interventions are needed to improve patients’ circadian rhythms, including perhaps bright light therapy.