Using three waves of interviews from the New Haven Epidemiologic Catchment Area Program, the authors contrast the extent and nature of depressive episodes and dysphoria between newly bereaved (N = 39) and married (N = 1,047) respondents age 45 and older. Bereavement greatly increased the risk of both conditions. This observation did not appear to be an artifact because psychosocial risk factors were similar for the bereaved and married groups. Bereavement increased the risk for a depressive episode more among respondents who reported no prior dysphoria than among those who did. Among those meeting criteria for depression, the bereaved reported symptoms similar to those of the married group except for significantly fewer reports of guilt.