Objective . (a) To define five one-factor scales for assessing the five stages of the Kubler-Ross grief model, and (b) to contrast the sequential model of the five stages of grief proposed by Kubler-Ross. Method. The Phases of Grief Scale was applied to a non-probability sample of 120 Mexican women with cancer. Factor analysis and path analysis were used to analyze the data. Results. One-factor models were defined for each phase of grief with high internal consistency, fit to the data, and content validity. The sequential model of five stages of grief showed a poor fit to the data. The stages of grief were independent of time from the moment of diagnosis of cancer. A non-sequential model had a good fit to the data. In this model, denial predicted anger, negotiation with a superior being and depression; for its part, anger predicted depression; negotiation with a superior being predicted acceptance; and depression predicted less acceptance. Conclusion . Six interrelated psychological responses due to loss of health were observed among these Mexican women with cancer, rather than a sequence of stages during the grieving process. From the 39 selected items, a scale of six factors and two correlated dimensions: positive affect (promises/covenant, faith/hope, and acceptance) and negative affect (denial, depression, and anger) can be defined.