The capability to make decisions about one's own dying and death is commonly considered a necessary component of a good death, but difficulties in communicating about imminent death have been documented. This paper attempts to describe the process of constructing an instrument to elicit individual preferences concerning dying, while respecting the patient's awareness, and to verify its applicability in a palliative care setting. The development of the End-of-Life Preferences Interview (ELPI) was performed through (a) a literature search aimed at identifying relevant issues; (b) examination by a panel of experts in the field of palliative care of the items generated; and (c) pretesting of feasibility on all eligible consecutive patients referred to three centers of palliative care during a two-month period. The final version of the ELPI consisted of two parts: The first level explores preferences about issues regarding the caregiving process, and the second level focuses on preparation for death. Each of the two parts is introduced by key questions aimed at allowing the patient to decide whether and when to stop exploring such sensitive matters. Among the 49 eligible patients (41%), the interview was proposed to only 13 of them (27%), and only one of them refused. The reasons for such a low compliance of physicians in proposing the ELPI were evaluated by a semi-structured interview and are herein discussed. The use of the ELPI in clinical practice can favor the passage to a greater consideration of the self-determination of the patient at the end of life, with due consideration of his or her cultural and emotional needs.