Background: Acute grief appears more severe after COVID-19 deaths than natural deaths. Prolonged grief disorder (PGD) also appears prevalent following COVID-19 deaths. Researchers hypothesize that specific loss characteristics and pandemic-related circumstances may precipitate more severe grief following COVID-19 deaths compared to (other) natural deaths. Systematic research on these hypotheses may help identify those most at risk for severe grief reactions, yet it is scant. Objective: To compare loss characteristics, loss circumstances, and grief levels among people bereaved due to COVID-19, natural, and unnatural causes. Methods: Adults bereaved through COVID-19 (n = 99), natural causes (n = 1006), and unnatural causes (n = 161) completed an online survey. We administered self-report measures of demographic variables (i.e., age, gender), loss characteristics (i.e., time since loss, relationship with the deceased, intensive care admission, expectedness of death), loss circumstances (i.e., saying goodbye appropriately, COVID-19 infection, quarantine, financial setbacks, social support satisfaction, altered funeral arrangements, funeral satisfaction), and prolonged grief symptoms. Results: COVID-19 deaths (vs. other deaths) more often were parental deaths and less often child deaths. COVID-19 deaths (vs. natural deaths) were more often unexpected and characterized by an inability to say goodbye appropriately. People bereaved due to COVID-19 (vs. other deaths) were more often infected and quarantined. COVID-19 deaths (vs. other deaths) more often involved intensive care admission and altered funeral arrangements. COVID-19 deaths yielded higher grief levels than natural deaths (but not unnatural deaths). Expectedness of the death and the inability to say goodbye appropriately explained this effect. Conclusions: Bereavement due to COVID-19 is characterized by a unique set of loss characteristics and circumstances and elevated grief levels. Improving opportunities to say goodbye before and after death (e.g., by means of rituals) may provide an important means to prevent and reduce severe grief following COVID-19 deaths. HIGHLIGHTS: COVID-19 deaths have unique loss characteristics and circumstances and elicit more severe grief than natural deaths. Death expectedness and the ability to say goodbye appropriately appear important in understanding, preventing and treating grief following COVID-19 deaths.