A prospective study was carried out to determine the incidence of thoughts of self-harm in a population of palliative care patients and to determine the association of thoughts of self harm with age, diagnosis and scoring above a prevalidated threshold for depression using the Edinburgh Depression Scale (EDS). Two hundred and forty-eight (108 male and 140 female) patients participated in this study. The majority of patients (70%) did not report any thoughts of self-harm. Patients reporting thoughts of self-harm occurring sometimes or often all scored above the cut-off threshold on the EDS indicating possible depression. This study suggests that medical and nursing staff caring for palliative care patients should be aware of the incidence of depression in these patients, and particularly when they express thoughts of self-harm or suicide.