The main objective of this study was to analyse the experience of grief and feelings of loss in family caregivers of children diagnosed with autism spectrum disorder (ASD), as well as the perceived overload from taking on the primary caregiver role. Twenty family caregivers of children with ASD participated. The family members were assessed using an ad-hoc semi-structured interview that addressed the families’ reactions to the diagnosis, implications for daily functioning, and concerns for the immediate and long-term future of their relatives with ASD. The results indicate that family caregivers of children with ASD endure intense and continuous sorrow and grief due to the impact that having and caring for a child with these characteristics has on all aspects of their lives. These data highlight the importance of creating support and intervention programmes and services focused on the feelings and manifestations of ambiguous grief that occur in these family members, in order to improve their well-being and quality of life and reduce caregiver role overload.