OBJECTIVE:Prolonged grief disorder (PGD) and major depressive disorder (MDD) are common syndromes shaping bereaved caregivers' quality of life (QOL). However, distinctiveness of these syndromes warrants confirmation, and the temporal relationship of PGD and MDD symptoms has not been established. To fill these knowledge gaps, we conducted this longitudinal study. METHODS:PGD symptoms, depressive symptoms, and psychological QOL were measured over 398 caregivers' first 2 years of bereavement using the Prolonged Grief-13 (PG-13) scale, Center for Epidemiologic Studies-Depression (CES-D) scale, and Short Form-36 Health Survey mental health summary, respectively. To clarify the distinctiveness of PGD and MDD symptoms, we examined their associations with psychological QOL by incremental validity testing. Distinctiveness and temporal relationship of PGD and MDD symptoms were also examined using longitudinal, lower-level mediation analysis with a lagged approach. RESULTS:After the variance in psychological QOL was explained by CES-D scores (pseudo-R2 = 44.19%, P < .001), PG-13 scores significantly, incrementally increased the explained variance in psychological QOL (pseudo-R2 = 0.21%, P < .001), confirming the distinctiveness of PGD and MDD symptoms. CES-D scores mediated 40.7% of the time vs PG-13 score relationship, whereas PG-13 scores mediated 78.2% of the time vs CES-D score relationship with a better model fit, indicating that PG-13 scores assessed earlier mediated caregivers' current depressive status rather than vice versa. CONCLUSIONS:PGD and MDD are distinct constructs, and PGD precedes onset of MDD. Clinicians should distinguish between these two disorders and address bereaved caregivers' PGD to reduce PGD-associated distress and morbidity and to prevent MDD onset, thereby improving their QOL.