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Breathlessness is a distressing symptom in advanced disease. Little is known about the trajectories of this symptom over time and towards death. This study aimed to describe and compare the summary and individual trajectories of breathlessness and overall symptom burden over time and towards the end of life following patients with advanced cancer or severe chronic obstructive pulmonary disease (COPD) in inpatient and outpatient health care settings in Germany. The modified Borg Scale, Memorial Symptom Assessment Scale Short Form and Palliative Outcome Scale were used as outcome measures. Data were collected at baseline and then monthly over six months or until death. Forty-nine cancer and 60 COPD patients were included. Both groups had similar demographics. Thirty out of the 49 cancer and 6/60 COPD patients died, 7/49 cancer and 20/60 COPD patients dropped out due to physical deterioration or questionnaire fatigue. In cancer patients, breathlessness increased towards death. In COPD patients, breathlessness increased over time. Twenty-one cancer and 43 COPD patients provided data for individual breathlessness trajectories. These revealed wide individual variations with four different patterns: fluctuation, increasing, stable and decreasing breathlessness. Symptom trajectories on the population level reflecting the whole group mask individual variation, which is reflected in distinct symptom trajectories with different patterns.