Coronavirus deaths may have particular significance in the context of the pandemic. Objective: To explore the relationship between pandemic grief, generalized anxiety, risk of depression, and fear of COVID-19 in Colombians. Materials and method: Cross-sectional study, people with a history of loss of a loved one were invited to participate, completed the EDP, PHQ-9, GAD-7 and Fear Covid-5. Results: 123 people aged between 18 and 71 years reported death of a close relative, 81.30% were women, 16.26% rated pandemic grief, 42.28% risk of depression, 21.95% generalized anxiety and 39.02% high fear of COVID-19. Pandemic grief was associated with risk of depression (r=0.51; p<0.01), generalized anxiety (r=0.43; p<0.01), while it was independent for COVID-5 fear (r=0.29; p>0.01). Conclusion: Pandemic grief was associated with generalized anxiety and depression. Future longitudinal studies may improve understanding of the relationship between these variables.