The study aim was to explore which symptoms/problems cancer patients in palliative care consider most distressing, and to investigate how prioritization at first contact was associated with patient-assessed symptom intensity and change in intensity over time. Initially, 175 patients named and prioritized their five most distressing symptoms. Weekly, they completed the following self-assessment questionnaires: European Organization for Research and Treatment of Cancer Quality of Life Questionnaire-C30, Edmonton Symptom Assessment System, and the Hospital Anxiety and Depression Scale. Initial symptom intensity scores and weekly changes were calculated and compared with prioritization of the same symptom. Pain, fatigue, physical function, appetite, nausea/vomiting, dyspnea, and depression were the symptoms most often prioritized. Priority was associated with initial scoring of pain, appetite, nausea/vomiting, dyspnea, constipation, depression, and anxiety, but not with fatigue, physical function, role function, or inactivity. Priority was associated with change in symptom intensity for pain, reduced appetite, nausea/vomiting, and constipation. Symptom prioritization may be a useful guide to choice of treatment as well as to longitudinal symptom evaluation.