Objective To construct a three-level grief counseling program for family members of patients with advanced cancer, and to evaluate its application effect, so as to provide references for grief counseling for family members of patients with advanced cancer. Methods After literature review and a qualitative study, a draft of a three-level grief counseling program for family members of patients with advanced cancer was constructed, and it was improved through a two-round expert consultation among 12 experts to form a final version. Then 14 family members of patients with advanced cancer who had been treated in palliative and had passed away were recruited to apply the final three-level grief counseling program for 6 months, and the family members′ grief cognitions were analyzed before and after the intervention. Results The final three-level grief counseling program for family members of patients with advanced cancer included 2 modules of grief grading assessment and three-level grief counseling, and the three-level grief counseling consisted of 3 primary indicators and 14 secondary indicators. After application of the program, the grief cognitions scores of family members of patients with advanced cancer were significantly lower than those before the intervention (all P<0.05). Conclusion The three-level grief counseling program is reliable, scientific, and targeted, and the application of the program is conducive to reducing the level of grief among family members of patients with advanced cancer, and it can provide guidance for healthcare professionals to conduct three-level grief counseling for family members of patients with advanced cancer.