Hospice palliative care volunteer work—being with dying persons and their often distraught family members—has the potential to take an emotional toll on volunteers. The aim of this review article is to examine the types of stressors hospice palliative care volunteers typically experience in their work and how they cope with them. The results of this literature review suggest that hospice palliative care volunteers do not generally perceive their volunteer work as highly stressful. Nonetheless, a number of potential stressors and challenges were identified in the literature, along with some strategies that volunteers commonly employ to cope with them. The implications for volunteers and volunteer training/management are discussed.