Background: Family caregivers in palliative care may be placed in a complicated emotional situation wherein they suffer the risk of grief reactions both pre- and postbereavement and may also experience symptoms of anxiety and depression. Objective: The aim of this study was to investigate (1) associations between predeath grief and postdeath grief and (2) whether these are moderated by symptoms of anxiety and depression. Design: This was a prospective correlational study. Linear regression analysis in three blocks was used to investigate associations between pre- and postdeath grief and moderation effects of anxiety and depression. Postdeath grief was used as the outcome variable and predeath grief was used as the explanatory variable in block I. The moderator variables, symptoms of anxiety, and symptoms of depression were added as covariates in block II. A multiplicative interaction term between predeath grief and anxiety/depression was added to the model in block III. Setting/Subjects: Data were collected at 10 facilities specialized in palliative home care where health care professionals provided advanced care to patients with various diagnoses in their own homes. Measurements: The anticipatory grief scale and the Texas Revised Inventory of Grief were used to measure pre- and postdeath grief, respectively. To measure symptoms of anxiety and depression, the Hospital Anxiety and Depression scale was used. Results: A total of 128 family caregivers were included. Significant associations were found between predeath grief and postdeath grief and this association remained when controlled against symptoms of anxiety or depression. We found no moderation effect of anxiety or depression on the association between pre- and postdeath grief. Conclusions: In conclusion, grief before and after an expected death can be regarded as parts of the same grief process. Hence, knowing the intensity of predeath grief could be a way to predict the levels of postdeath grief.