ObjectiveTo evaluate the ability of the Perinatal Grief Intensity Scale (PGIS) when used within 8 weeks of perinatal loss to predict intense anxiety and severe depression symptoms in women 3 months later (Time 2 [T2]). DesignProspective survey. SettingParticipants were recruited from hospitals in Louisville, KY and via the Internet. ParticipantsWomen (N = 103) who experienced perinatal loss. MethodsData were collected using the PGIS, Beck Anxiety Inventory, and the Center for Epidemiologic Studies Depression Scale. We used logistic regression, odds ratios, and receiver operating characteristic curve analysis. ResultsThe PGIS had 97.9% sensitivity and 29.6% specificity to predict severe depression symptoms and 95.2% sensitivity and 56.2% specificity to predict intense anxiety at T2. A baseline PGIS score greater than or equal to 3.53 predicted severe depression symptoms (odds ratio = 1.82, 95% confidence interval [CI] [1.46, 2.18], p = .014) and intense anxiety (odds ratio = 1.43, 95% CI [1.07, 1.82], p = .029) at T2. The receiver operating characteristic curves of the PGIS suggest the PGIS performs well at predicting (screening positive) for severe depression symptoms (area under the curve = 0.86, 95% CI [0.79, 0.94], p < .001) and intense anxiety (area under the curve = 0.86, 95% CI [0.78, 0.93], p < .001) after perinatal loss. ConclusionThe PGIS accurately predicted intense anxiety and severe depression symptoms 3 to 5 months after perinatal loss. This instrument may help health care providers identify women who need further mental health evaluation after perinatal loss.