Grieving individuals experience changes in cognitive function. The purpose of this study was to examine factors that are associated with a decline in cognitive function in grieving adults. Questionnaires for sleep, depression, anxiety, self-efficacy to manage emotions, and cognitive function were completed. 69% of the grieving adults (N = 134) reported a decline in cognitive function. Anxiety and self-efficacy to manage emotions were associated cognitive function abilities (RMSE = 6.32, AdjRSQ = .32, AIC = 486.12). Bereavement programs may want to consider adding existing interventions, to improve anxiety and self-efficacy to manage emotions.