The loss of a close relative is a common event, yet it is associated with increased risk of serious mental health conditions. No large-scale study has explored up to now the importance of the bereaved person's relation to the deceased while accounting for gender and age. We performed a nationwide Danish cohort study using register information from 1995 through 2013 on four sub-cohorts including all persons aged 18 years exposed to the loss of a child, spouse, sibling or parent. We identified 1,445,378 bereaved persons, and each was matched by gender, age and family composition to five non-bereaved persons. Cumulative incidence proportions were calculated to estimate absolute differences in suicide, deliberate self-harm and psychiatric illness. Cox proportional hazard regression was used to calculate hazard ratios while adjusting for potential confounders. Results revealed that the risk of suicide, deliberate self-harm and psychiatric illness was increased in the bereaved cohorts for at least 10 years after the loss, particularly during the first year. During that year, the risk difference was 18.9 events in 1,000 persons after loss of a child (95% CI: 17.6-20.1) and 16.0 events in 1,000 persons after loss of the spouse (95% CI: 15.4-16.6). Hazard ratios were generally highest after loss of a child, in younger persons, and after sudden loss by suicide, homicide or accident. One in three persons with a previous psychiatric diagnosis experienced suicide, deliberate self-harm or psychiatric illness within the first year of bereavement. In conclusion, this study shows that the risk of suicide, deliberate self-harm and psychiatric illness is high after the loss of a close relative, especially in susceptible subgroups. This suggests the need for early identification of high-risk persons displaying adjustment problems after loss of a close family member, in order to reduce the risk of serious mental health outcomes.Key words: Bereavement, suicide, deliberate self-harm, psychiatric hospitalization, loss of a child, sudden loss (World Psychiatry 2017;16:193-199) Death of a close relative is a common experience in adulthood. In the US, it has been estimated that more than 40,000 parents lose a child every year 1 , and more than half of the population over 65 years are widowed 2 . Although bereavement is a natural life event, it is often followed by emotional suffering and adjustment challenges. Studies have shown an association between the loss of a loved one and a range of mental health complications, particularly depression and post-traumatic stress disorder 3-9