The importance of user involvement in the organisation and delivery of health services and the conduct of research has increased over recent decades. Involving people at the end of life in research remains an under-developed area of research activity. The Macmillan Listening Study, a UK-wide study exploring research views and priorities of people affected by cancer, adopted a participatory research approach. Patients and carers, including two participants receiving palliative care services, collaborated in all aspects of the study as co-researchers. In this paper, we discuss the experience of working with co-researchers to collect data from two hospices. We will discuss practical, ethical and methodological challenges, including specific training needs and the emotional demands of conducting the research. Recommendations are made to facilitate successful collaboration with palliative care service users in end of life research.