Loss and its associated grief are important elements of many adverse life events. The focus of this study is centred on a particular form of mourning: the affliction derived from the social identity loss caused by the disaffiliation with a religious sect. In postmodern society, this phenomenon needs to be better evaluated because it may be causing severe distress in an increasing number of people. The literature describes the stress caused by switching from one religious group to another, but less analysis has been done on the potential deleterious effects of the loss of social identity because of the breaking down of relationships with people within the original group. Following the grounded theory approach, 14 former Jehovah's Witnesses were interviewed with interpretative phenomenological analysis. Three main profiles emerged-born into the faith, converts to the faith, and inactive members-with different difficulties deriving from the loss of social identity and the relational network. The inquiry was focused on the effects of the identification versus individuation processes and also addressed the role of death anxiety. Results confirmed on the one hand a high level of distress that often caused death anxiety, alcoholism, panic attacks, and depression, as described in the literature. On the other hand, the importance of the individuation process emerged, following theologian Paul Tillich's concept of "courage of self-affirmation" and Bernard Lonergan's "self-appropriation," whose development occurs in three phases: de-identification and loss, grieving and crisis, and the work of grief and complete self-affirmation or self-appropriation. The usefulness of communicating these specific themes to a broad audience by enhancing community education through widespread spiritual counseling is also addressed.