The hospice palliative care model provides a comprehensive perspective to care terminal cancer patients and their families, and there are increasing psychological-social research to understand psychological responses and adjustment in the cancer journey. However, research that focus on patients and families with life-threatening diseases involve numerous ethical challenges. Ethical considerations should be addressed in the research process to protect the safety and benefit of the participant. This paper discussed basic ethical principles and ethical issues that investigators have to consider when conducting psychological research in the context of end of life. These include: (1) vulnerable participants; (2) informed consent; (3) benefits and cost; (4) confidentiality. While potential ethical considerations were identified, further evaluations and implications were also discussed.