Background: Sexual dysfunction and problems are common late effects after treatment of cancer. However, little is known about the prevalence and risk factors for sexual dysfunction in patients with advanced cancer. The aim of this study was to investigate the prevalence and predictors of sexual problems and needs in a large sample of Danish patients with advanced cancer. Methodology: The data derived from a representative cross-sectional study of patients with advanced cancer. Patients who had been in contact with 1 of 54 hospital departments were invited to fill out a questionnaire on symptoms and problems. Five items asked about sexuality. Ordinal logistic regression was used to identify variables associated with sexual functioning in explorative analyses. Results: A total of 1,447 patients completed the questionnaire and of those, 961 patients (66%) completed the sexuality items. More than half of the patients (60%) had not been sexually active within the previous month, despite a high prevalence of desire for sexual intimacy (62%). More than half of the patients (57%) experienced that their physical condition or treatment had impaired their sex life. Of those, 52% experienced an unmet need for help with sexual problems from the health care system. Older patients were less likely to report sexual problems than younger patients. Having prostate or gynecologic cancer was associated with the feeling that one's sexual life was negatively influenced. Conclusion: Sexual problems are common among patients with advanced cancer and should be addressed by the health care system.