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Introduction: Symptoms of prolonged grief disorder (PGD), depression, and posttraumatic stress disorder (PTSD) often emerge concurrently in bereavement. The understanding of temporal relationships between these syndromes in a general bereaved population is limited. This study aims to investigate temporal relationships between these syndromes from 2 months postloss throughout the two first years of bereavement. Method: Data were derived from a registry-based cohort study with 1,224 adult participants, who lost a spouse or parent. Participants completed self-report measures of PGD, depression, and PTSD at 2, 6, 11, 18, and 26 months postloss. Random intercept cross-lagged panel analyses examined the temporal relationships between PGD, PTSD, and depression. Results: In spousal and parental bereavement, high levels of grief symptoms at 2 months postloss predicted subsequent high symptoms of PTSD and depression at 6 months postloss, not vice versa. PGD, PTSD, and depression showed strong intertwined relationships over the two first years of bereavement. Between-person differences explained an increasingly large amount of variance in symptoms of PGD, PTSD, and depression over time. Losing a spouse and younger age was associated with higher symptoms of PGD, PTSD, and depression compared to losing a parent and older age. Conclusion: In the early years of bereavement, large differences exist between bereaved individuals in general levels of PGD, PTSD, and depression. Within bereaved individuals, the temporal relationships between these syndromes become increasingly complex and intertwined over time. Findings should be interpreted with respect to the nonclinical sample and self-report data used.