Background People with advanced cancer often suffer from various symptoms, which can arise from the cancer itself and its treatment, the illness experience, and/or co-morbid conditions. Important patient-reported outcomes such as functional status, symptom severity, and quality of life (QoL) might differ between countries, as countries vary with regard to contextual factors such as their healthcare system. Purpose To assess self-reported emotional functioning, physical functioning, symptoms, and overall QoL in patients with advanced lung or colorectal cancer from six European countries, particularly in relation to their country of residence. Methods We used baseline patient data from the ACTION trial, including socio-demographic and clinical data as well as patient-reported data regarding functioning, symptoms, and overall QoL (EORTC QLQ-C15-PAL). Results Data from 1117 patients (55% lung cancer stage III/IV, 45% colorectal cancer stage IV) were used. The highest (worst) average symptom score was found for fatigue. We found similarities but also important differences in the outcomes across countries. The best scores (the highest for emotional functioning and QoL, the lowest for symptoms) were reported by Dutch and Danish patients. Belgian patients reported relatively low emotional functioning. Conclusion The optimization of functioning, symptom relief, and overall QoL should be important objectives of healthcare professionals who take care of patients with advanced cancer. There are similarities, but also substantial differences across countries in functional status, symptoms, and overall QoL. Policymakers should take these differences into account and invest in offering health care catered to the needs of their population.