BACKGROUND: It has never been investigated whether first depression differs in patients who have experienced bereavement compared to patients who have not. METHOD: Patients discharged with a diagnosis of a single depressive episode from a psychiatric in- or outpatient hospital setting were consecutively sampled from the Danish Psychiatric Central Research Register. Patients participated in an extensive interview including the Schedules for Clinical Assessment in Neuropsychiatry (SCAN) and the Interview of Recent Life Events (IRLE). RESULTS: Among 301 patients with a first depression, 26 patients (4.7%) had experienced death of a first degree relative (parent, sibling, child) or a near friend, 163 patients (54.2%) had experienced other moderate to severe stressful life events and 112 patients had not experienced stressful life events in a 6 months period prior to the onset of depression. Patients who had experienced bereavement did not differ from patients with other stressful life events or from patients without stressful life events in socio-demographic variables or in the phenomenology of the depression, psychiatric comorbidity, family history or response to antidepressant treatment. CONCLUSION: Bereavement-related first episode depression does not differ from other kinds of first depression.