Distinguishing patterns of grief over time in parents with a loss in pregnancy or during the neonatal period is important for identification of parents with severe grief symptoms, who may need additional support. Our aim was to describe grief in this population and to examine variations by type of loss in a large prospective cohort. We used questionnaire data from the Danish longitudinal cohort, Life After the Loss, which contains information on parents with a loss in pregnancy (from 14 weeks) or during the neonatal period. Parents completed the Prolonged Grief-13 scale at 1, 7, and 13 months after their loss. We applied Latent Growth Mixture Modelling to identify prolonged grief trajectories and used multinomial regression models to assess factors associated with class membership. Three distinct trajectories were identified in 676 parents: resilience (73.1%), recovery (16.9%), and chronic (10%). The distribution varied by type of loss, and the chronic group were overrepresented by parents with stillbirths (16.2%) and neonatal deaths (16.1%) in contrast to parents with spontaneous abortions (8.2%) and termination of pregnancy due to fetal anomalies (6.2%). Furthermore, not having a living child or being a woman was associated with following the chronic trajectory. These results underline that, while most bereaved parents are resilient, 10% experience consistently high levels of grief symptoms during the first year after the loss. Information on type of loss, gender, and whether the parent has living children are meaningful indicators of grief class membership.