Background: Dying in the preferred setting is an indicator of good palliative care quality. Most people prefer to die at home. But does the quality of care as perceived by their relatives vary depending on the care setting that is the place of death? The aim is to compare (from the relatives perspective) whether there are perceived differences in the quality of palliative care between the settings in which people die. Methods: Multivariate linear regression analyses have been carried out using an existing dataset containing information collected using the relatives' version of the Consumer Quality Index (CQ-index) Palliative Care. The dataset includes 1368 relatives of patients with a wide variety of conditions who died in various locations: at home, in hospital, in residential care for the elderly, a hospice, palliative care unit or in another institution (e.g. institutions for people with intellectual disabilities or mental healthcare institutions). The relatives were the first contacts (family members or other people close to the patient) and they received the survey between 6 weeks and 6 months after the bereavement. Results: Based on the raw data, differences between locations in terms of the perceived quality of care initially appeared inconsistent. The multivariate regression analyses however showed that relatives of people who died at home were generally the most positive about the palliative care that the patient and they themselves received when the patient was dying. The care provided by hospices also received a relatively good rating. In hospitals and in residential settings for care of the elderly, the care was rated less highly by the relatives. Conclusions: The quality of palliative care as experienced from the relatives' perspective is highest when the patient dies at home or in a hospice. This is an argument for letting people die at home, if they so wish, as far as possible and feasible.