The present study aims to explore the factors which are associated with grief and depression outcomes in a group of bereaved parents in the first few years following the loss of a child. Sixty-four participants were recruited from bereavement support organisations, between two and 59 months post loss, mean 30 months (SD = 15). They completed a questionnaire packet which comprised standard instruments measuring grief, depression, coping styles, continuing bonds and optimism/pessimism, as well as a number of specific bereavement-related questions. Univariate analyses were conducted to establish which factors were associated with grief and depression. Those which were statistically significant were then entered into multivariate analyses to establish their relative importance. High levels of avoidance and depression and lower levels of cognitive restructuring (benefit finding) were associated with higher grief symptoms, whereas higher levels of avoidance and alcohol/substance use were associated with higher depression symptoms. The present study highlights the relative importance of different coping strategies adopted by this group of bereaved parents, compared to the relative unimportance of circumstances around the loss, e.g. sudden or violent death. The use of alcohol and other substances by bereaved parents requires urgent attention as a potentially life-threatening maladaptive coping strategy. The call for further research into risk factors for bereaved parents is emphasised.