Despite all the investment in research, uncertainty persists in anticipatory grief (AG) literature, concerning its nuclear characteristics and definition. This review aimed to synthesize recent research in order to develop further knowledge about the family experience of AG during a patient’s end of life. An integrative review was performed using standard methods of analysis and synthesis. The electronic databases Medline, Web of Knowledge, and EBSCO and relevant journals were systematically searched since 1990 to October 2015. Twenty-nine articles were selected, the majority with samples composed of caregivers of terminally ill patients with cancer. From systematic comparison of data referring to family end-of-life experience emerged 10 themes, which correspond to AG nuclear characteristics: anticipation of death, emotional distress, intrapsychic and interpersonal protection, exclusive focus on the patient care, hope, ambivalence, personal losses, relational losses, end-of-life relational tasks, and transition. For the majority of family caregivers in occidental society, AG is a highly stressful and ambivalent experience due to anticipation of death and relational losses, while the patient is physically present and needed of care, so family must be functional and inhibit grief expressions. The present study contributes to a deeper conceptualization of this term and to a more sensitive clinical practice.