Although patients with advanced cancer often experience multiple symptoms simultaneously, clinicians usually focus on symptoms that are volunteered by patients during regular history-taking. We aimed to evaluate the feasibility of a Bayesian network (BN) model to predict the presence of simultaneous symptoms, based on the presence of other symptoms. Our goal is to help clinicians prioritize which symptoms to assess. Patient-reported severity of 11 symptoms (scale 0–10) was measured using an adapted Edmonton Symptom Assessment Scale (ESAS) in a national cross-sectional survey among advanced cancer patients. Scores were dichotomized (< 4 and ≥ 4). Using fourfold cross validation, the prediction error of 9 BN algorithms was estimated (Akaike information criterion (AIC). The model with the highest AIC was evaluated. Model predictive performance was assessed per symptom; an area under curve (AUC) of ≥ 0.65 was considered satisfactory. Model calibration compared predicted and observed probabilities; > 10% difference was considered inaccurate. Symptom scores of 532 patients were collected. A symptom score ≥ 4 was most prevalent for fatigue (64.7%). AUCs varied between 0.60 and 0.78, with satisfactory AUCs for 8/11 symptoms. Calibration was accurate for 101/110 predicted conditional probabilities. Whether a patient experienced fatigue was directly associated with experiencing 7 other symptoms. For example, in the absence or presence of fatigue, the model predicted a 8.6% and 33.1% probability of experiencing anxiety, respectively. It is feasible to use BN development for prioritizing symptom assessment. Fatigue seems most eligble to serve as a starting symptom for predicting the probability of experiencing simultaneous symptoms.