High patient death rates and frequent patient re‐admissions are among the factors that contribute to experiences of grief in health care professionals working in the area of HIV/AIDS. This study of 134 Australian health care professionals examines why grief about patient loss is more likely to affect some people than others, the effect of high levels of grief on staff, and the effectiveness of methods of coping with the loss of patients. The variables examined included identification with patients, anxiety, social recognition and reward, gay affiliation, stigma, social support (belonging and tangible), stress, relationship stability, and burnout (depersonalization, emotional exhaustion, and lack of personal accomplishment). A regression analysis found that a group of predictors accounted for 61% of the variance in grief scores. The results indicated that grief was associated with higher levels of identification with patients and anxiety. Higher levels of grief were associated with burnout due to lack of personal accomplishment. Lower levels of grief were associated with burnout related to depersonalization. Reliance on internal coping strategies and social support‐belonging were associated with lower levels of grief. Results suggest that staff should be taught ways of separating their work and private lives to reduce the risks of overidentification with patients. Teaching techniques for reducing anxiety, providing support groups for staff, and encouraging the use of coping strategies that emphasize personal agency could reduce the intense feelings of grief experienced by many.