Objective:To examine the mental health of parents after stillbirth (SB), neonatal death (NND) or sudden infant death syndrome (SIDS).Design:The sampling frame from southeast Queensland was observed over 2.5 years. Control families were matched for birth date, sex of child, hospital and health insurance status.Setting:Home interviews, by specially trained social workers, took place two months after the death of the infant.Participants:Results were based on 918 responses from 260 bereaved families (99 SB, 109 NND, 52 SIDS) and 252 control families, with a 63.6% overall participation rate.Main outcome measures:Questionnaires included standardised measures of anxiety, depression, biographic and demographic data. It was hypothesised that subject families would show more symptoms of anxiety and depression than control families, with mothers and parents affected by SIDS having the highest levels.Results:Affected parents report significantly more psychological symptoms than controls, mothers more than fathers (P<0.001). Parents affected by SIDS showed more symptoms than other affected parents.High levels of anxiety were 14 times more likely in mothers affected by SIDS than controls (95% confidence interval, 5.4–36.6), with depression 12 times more likely (95% confidence interval, 3.8–43.5). Anxiety for groups affected by SB and NND were respectively 3.9 (2.1–10.5) and 6.5 (2.6–16.3) times more likely than for controls, and depression 6.9 (2.1–22.5) and 8.5 (2.7–26.7) times more likely. Differences were less marked for fathers, except for fathers affected by SIDS.Conclusions:Parents affected by stillbirth, neonatal death or sudden infant death syndrome manifest high levels of anxiety and depression two months after the death. Mothers have more symptoms than fathers, and parents affected by SIDS have the most symptoms of anxiety and depression.