It is difficult to manage terminal cancer patients with major depressive disorder in hospice palliative care. There have been still few literatures about clinical studies among terminal cancer patients with major depressive disorder. Understanding existential issues of those patients may be contributed for clinical practice. According to Heidegger's dasein hermeneutics, the texts from psychotherapies which included four terminal cancer inpatients with major depressive disorder after signing letters of informed consent were analyzed to find the existential issues. There were twenty two valid texts of all four patients. The existential issues of terminal cancer patients with major depressive disorder are death, self-awareness, dignity, meaning and meaninglessness, autonomy and choice, and relations. The results will contribute to understand and deal with terminal cancer patients with major depressive disorder.