Perinatal death is the death of a baby that occurs between the 22nd week of pregnancy (or when the baby weighs more than 500 g) and 7 days after birth. After perinatal death, parents experience the process of perinatal grief. Midwives and nurses can develop interventions to improve the perinatal grief process. The aim of this review was to determine the efficacy of nursing interventions to facilitate the process of grief as a result of perinatal death. A systematic review of the literature was carried out. Studies that met the selection criteria underwent a quality assessment using the Joanna Briggs Institute critical appraisal tool. Four articles were selected out of the 640 found. Two are quasi-experimental studies, and two are randomized controlled clinical studies. The interventions that were analyzed positively improve psychological self-concept and role functions, as well as mutual commitment, depression, post-traumatic stress and symptoms of grief. These interventions are effective if they are carried out both before perinatal loss and after it has occurred. The support of health professionals for affected parents, their participation in the loss, expressing feelings and emotions, using distraction methods, group sessions, social support, physical activity, and family education are some of the effective interventions.