Informal caregivers of palliative patients took part in existential behavioral therapy (EBT), a group intervention comprising mindfulness exercises to reduce psychological distress and improve quality of life. This study examined what the participants perceived as helpful to cope with their loss during the first year of bereavement, particularly with regard to the EBT intervention. Sixteen problem-centered, semi-structured interviews were evaluated with content analysis. Two main categories were found: social support and self-regulation. Social support includes sense of belonging as well as emotional, cognitive, and practical help experienced from others. Mindfulness and acceptance, a clear focus on the positive, and orientation toward the future were helpful strategies of self-regulation; these were also part of the EBT intervention. Mindfulness was understood as permitting emotions and acceptance of one's inner processes, even if they were not pleasant, and was found to be helpful to stop ruminative thinking. The categories considered as being helpful parallel core elements of EBT and recent grief theories. The intervention was found to be supportive and met the needs of the participants. The interviewees appreciated the continuity of EBT support from palliative care into bereavement.