Recent advances in artificial intelligence have led changes to the operation, the capabilities, and the performance of a number of industries. Provision of mental health services is expected to experience a paradigm shift, with the introduction of artificial intelligence-based virtual conversational agents (VCAs). In this conceptual chapter, the authors introduce the term Personalised Anthropomorphic VCAs (PAVCAs). The chapter proposes the use of PAVCAs to support people suffering from Prolonged Grief Disorder (PGD), following the loss of a beloved person, aiming to offer solace and companion. To drive meaningful change for the users and to deliver economic value and utility, the chapter argues for PAVCAs to be configured to characteristics of each user's beloved deceased one. Using two models, the authors suggest that the use of these platforms can comprise a reactive approach to the diagnosis of PGD; as well as a proactive approach, dealing with grief before PDG is manifested.