The death of a loved one has been associated with a range of emotional and cognitive impacts, with up to 10% of the bereaved population experiencing a prolonged grief reaction. Direct investigation of the role of self-identity in the maintenance of grief symptoms is limited and has not discriminated between relationship type. This longitudinal study investigated the differences in grief symptoms over time depending on relationship to the deceased person (partner or adult child), as well as the association between long-term grief symptoms and identity, attachment, and cognitive interdependence. Data from bereaved partners and adult children in The Aarhus Bereavement Study at two- and 18-months post-bereavement were included in this study. They completed questionnaires measuring their grief symptoms at both time points, a measure of attachment at Time 1, and measures of the interdependence of their pre- and post-loss identity with the deceased, their cognitive interdependence, and everyday memory retrieval failures at Time 4. Compared with adult children, bereaved partners experienced more intense grief symptoms at both time points. Regression analysis identified that over and above immediate grief symptoms, key predictors of prolonged grief symptoms were a merged post-bereavement identity with the deceased, younger age, and everyday memory retrieval difficulties. Relationship type and pre-bereavement identity contributed to initial but not prolonged grief symptoms. We discuss these findings in terms of the role of interdependence in prolonged grief.