Abstract Background Patient-reported outcome measures (PROMs) are commonly-used surrogates for clinical outcomes in cancer research. When researching severe diseases such as cancer, it is difficult to avoid the problem of incomplete questionnaires from drop-outs or missing data from patients who pass away during the observation period. The aim of this exploratory study was to explore patient characteristics and the patient-reported outcomes associated with the time-to-dropout. Methods In an Oncological Social Care Project (OSCAR) study, the condition of the participants was assessed four times within 12 months (t0: baseline, t1: 3 months, t2: 6 months, and t3: 12 months) by validated PROMs. We performed competing-risk regressions based on Fine and Gray’s proportional sub-distribution hazards model for exploring factors associated with time-to-dropout. Death was considered a competing risk. Results Three hundred sixty-two participants were analyzed in the study. 193 (53.3%) completed a follow-up after 12 months, 67 (18.5%) patients dropped out, and 102 patients (28.2%) died during the study period. Poor subjective social support was related to a higher risk of drop-out (SHR = 2.10; 95%CI: 1.01–4.35). Lower values in health-related quality of life were related to drop-out and death. The sub-scales global health status/QoL, role functioning, physical functioning, and fatigue symptom in the EORTC QLQ-C30 were key characteristics of early drop-out. Conclusion Severely affected cancer patients with poor social support and poor quality of life seem more likely to drop out of studies than patients with higher levels of social support and a better quality of life. This should be considered when planning studies to assess advanced cancer patients. Methods of close continued monitoring should be actively used when patient experiences a substantial deterioration in their health-related quality of life and symptoms during the study. Results for such studies have to be interpreted with caution in light of specific drop-out mechanisms. Trial registration OSCAR study was registered to the German Clinical Trials Register (DRKS-ID: DRKS00013640). Registered 29 December 2017.