With the increasing aging of society and the advancement of medical technology, hospice care—a medical service model aimed at improving the quality of life—has gradually attracted widespread attention. In hospice care, volunteers play an extremely important role, providing abundant support and care to patients and their families. However, the quality and training level of volunteers directly affect the effectiveness of hospice care services and their social recognition. To meet the growing demand for hospice care, it is particularly important to establish a sound volunteer training system. Focusing on the construction of the “hospice care volunteer training system”, this paper applies the heuristic thinking of Bandura’s Social Learning Theory to explore its role and significance in the process of constructing the hospice care volunteer training system.