The aim of the study was to test whether high levels of caregiver burden, as other confirmed predictors, are associated with the risk of prolonged grief disorder in caregivers of terminally ill patients. A predictive study was carried out in order to test the hypothesis. A demographic schedule, the Prolonged Grief 12 (PG-12), the Toronto Alexithymia Scale, Hamilton Anxiety Rating Scale, Hamilton Depression Rating Scale, and Caregiver Burden Inventory were administered to 60 caregivers of 51 patients who were admitted in Hospice. In the regression analysis, difficulty in recognizing emotions, total burden, depression, and developmental burden dimension were significant predictors of PG-12 levels. Findings showed that feeling of deprivation of existential expectations represents the greater risk factor for the prolonged grief disorder, among the burden dimensions.