Background: Patients with advanced cancer are increasingly expected to self-manage. Thus far, this topic has received little systematic attention. Aim: To summarise studies describing self-management strategies of patients with advanced cancer and associated experiences and personal characteristics. Also, to summarise attitudes of relatives and healthcare professionals towards patient self-management. Design: A systematic review including non-experimental quantitative and qualitative studies. Data were analysed using critical interpretive synthesis. Included studies were appraised on methodological quality and quality of reporting. Data sources: MEDLINE, Embase, Cochrane Central, PsycINFO, CINAHL, Web of Science and Google Scholar (until 11 June 2019). Results: Of 1742 identified articles, 31 moderate-quality articles describing 8 quantitative and 23 qualitative studies were included. Patients with advanced cancer used self-management strategies in seven domains: medicine and pharmacology, lifestyle, mental health, social support, knowledge and information, navigation and coordination and medical decision-making (29 articles). Strategies were highly individual, sometimes ambivalent and dependent on social interactions. Older patients and patients with more depressive symptoms and lower levels of physical functioning, education and self-efficacy might have more difficulties with certain self-management strategies (six articles). Healthcare professionals perceived self-management as desirable and achievable if based on sufficient skills and knowledge and solid patient–professional partnerships (three articles). Conclusion: Self-management of patients with advanced cancer is highly personal and multifaceted. Strategies may be substitutional, additional or even conflicting compared to care provided by healthcare professionals. Self-management support can benefit from an individualised approach embedded in solid partnerships with relatives and healthcare professionals.