Aim The aim was to examine patients' stated preferences to persist with medicines and to explore the influence of psychosocial and sociocognitive factors. Methods Community-dwelling, hypertensive patients recruited from nine European countries were invited to complete a discrete choice experiment (DCE) with attributes for treatment benefits, mild yet common adverse drug reactions (ADRs), rare but potentially life-threatening ADRs and dosing frequency. Patients responded to the binary choice of which medicine would they be most likely to continue taking. Data were analyzed using a random effects logit model. Results Two thousand five hundred and forty-nine patients from Austria (n = 321), Belgium (n = 175), England (n = 315), Germany (n = 266), Greece (n = 288), Hungary (n = 322), the Netherlands (n = 231), Poland (n = 312) and Wales (n = 319) completed the DCE. All attributes significantly influenced patients' stated preference to persist with medications (P < 0.05). Patients were willing to accept decreases in treatment benefits of 50.6 percentage points (95% CI 46.1, 57.9) for a very rare (as opposed to rare) risk of severe ADR, 28.3 percentage points (95% CI 25.2, 33.1) for a once daily instead of twice daily dosing and 0.74 percentage points (95% CI 0.67, 0.85) for a 1% point reduction in mild ADRs. Models accounting for psychosocial and sociocognitive characteristics were significantly different from the base case. Conclusion Patients' intention to persist with treatment was associated with their willingness to trade potential benefits, harms and dosing frequency. Psychosocial and sociocognitive factors influenced the extent of trading. The utility model may have value in assessing patients' likelihood of persisting with medicines and to tailor treatment to maximize persistence.