BACKGROUND: Some consider the loss of a child as the most stressful life event. When the death is caused by a malignancy, the parents are commonly exposed not only to their own loss, but also to the protracted physical and emotional suffering of the child. We investigated parental risk of anxiety and depression 4-9 years after the loss of a child owing to a malignancy. METHOD: In 2001, we attempted to contact all parents in Sweden who had lost a child due to a malignancy during 1992--1997. We used an anonymous postal questionnaire and utilized a control group of non-bereaved parents with a living child. RESULTS: Participation among bereaved parents was 449/561 (80 %); among non-bereaved 457/659 (69%). We found an increased risk of anxiety (relative risk 1.5, 95 % confidence interval 1.1-1.9) and depression (relative risk 1.4, 95 % confidence interval 1.1-1.7) among bereaved parents compared with non-bereaved. The risk of anxiety and depression was higher in the period 4-6 years after bereavement than in the 7-9 years period, during which the average excess risks approached zero. Psychological distress was overall higher among bereaved mothers and loss of a child aged 9 years or older implied an increased risk, particularly for fathers. CONCLUSIONS: Psychological morbidity in bereaved parents decreases to levels similar to those among non-bereaved parents 7-9 years after the loss. Bereaved mothers and parents who lose a child 9 years or older have on average an excess risk for long-term psychological distress.