(1) Background: Brazil has been severely affected by the COVID-19 pandemic, with over 700,000 deaths and, consequently, a drastic increase in the number of bereaved individuals. This study aims to understand the emotional suffering after the COVID-19 pandemic in Brazilian adults whose family members have died due to COVID-19. (2) Methods: A clinical–qualitative, cross-sectional, descriptive–exploratory study with a sample composed of 10 bereaved family members was used. Data collection took place in July 2021 through individual semi-structured interviews conducted via video call. The interviews were fully transcribed and subjected to thematic analysis. The corpus was analyzed based on Parkes’ theory of mourning, in dialog with research conducted in the pandemic context. (3) Results: The results were organized into three categories: Living the anticipation of loss in an unknown world; Living through grief in a changed world; and Glimpsing a new possibility of living. (4) Conclusions: The rupture of the presumed world in times of the pandemic, the impossibility of bidding farewell to deceased loved ones, and low levels of social support hindered the process of mourning during the health crisis.