(1) Background: Perinatal Loss affects one in ten women worldwide. It is known to have a deep impact on the physical and psychological wellbeing of the mother. Moreover, there is a lack of information in regard to gender differences. The role of culture, environment, personal characteristics, and gender is yet to be determined in most reports; (2) Objective and Methods: Our aim is to study the initial impact of perinatal losses in an unselected sample of couples, focusing on gender differences. We conducted a longitudinal prospective study with 29 mothers and 17 fathers. Upon discharge from the hospital, they filled out the Edinburgh Postnatal Depression Scale (EPDS), among others. After one-month post-loss, they performed the EPDS and the Short Version of the Perinatal Grief Scale. We used descriptive statistics for the sample and non-parametric tests for the comparison of gender; (3) Results: We found no gender differences in initial depressive symptoms, nor in depressive symptoms, perinatal grief symptoms, or grief level (total scores or complicated grief) one month after the loss; (4) Conclusions: we need to better understand the psychological evolution of couples in cases of perinatal loss without falling into preconceived ideas about the influence of gender.