Purpose: Bereavement is associated with increased morbidity and mortality, but few studies have examined the specific timing of depression onset. This study examines the risk of developing new-onset depression in adult children and partners by month, 1 year before and after death. Methods: Using population-based registers in Denmark, we assembled a cohort of 236,000 individuals who died a natural death (2010–2016). Partners and adult children of the deceased were identified and demographic and prescription data were collected. GEE logistic regression was used to model whether the bereaved received a new antidepressant prescription around the death of their loved one across 24 time intervals (12 months before and after death). Results: Male and female partners had an increase in receipt of new antidepressant prescriptions in the 11 months after the death of their partner, with a peak increase 2 or 3 months after death. Partners also increased new antidepressant prescription use 2 months before death. Characteristics of the decedents including cause of death were not associated with new antidepressant prescription in the surviving partner. Adult children did not have increased odds of being prescribed new antidepressants at any time. Conclusion: Both male and female partners have increase in new antidepressant utilization before and after the death of their partner. Our work points to the importance of supporting partners not only after the death of their partner, but also in the period before death when families may be actively engaged in caregiving for the seriously ill.