Background Despite the removal of the bereavement exclusion from DSM‐5, clinicians may feel uncertain on how to proceed when caring for a patient who presents with depressive symptoms following the death of someone close. The ability to better distinguish, on a symptom and functional level, between patients who experience depression in the context of bereavement and those with nonbereavement‐related depression, could help guide clinical decision making. Method Individual and clustered depressive symptom and impairment measures were used for modeling bereavement status within a nationally representative longitudinal cohort. Deviance, linear shrinkage factor, and bias‐corrected c‐statistic were used for identifying a well‐calibrated and discriminating final model. Results Of the 450 (1.2%) respondents with a single brief major depressive episode, 162 (38.4%) reported the episode as bereavement‐related. The bereaved were less likely to endorse worthlessness (P < .001), social conflict (P < .001), distress (P < .001), thoughts of suicide (P = .001), wanting to die (P = .01), self‐medicating (P = .01), and being withdrawn (P = .04). In a multivariate model, the bereaved were more likely to have thoughts of their own death (P = .003), guilt coupled with weight or appetite loss (P = .013), and were less likely to report social conflict (P < .001), worthlessness coupled with difficulty making decisions (P < .001), thoughts of suicide (P = .006), distress coupled with weight or appetite gain (P = .022), and self‐medicating (P = .045). Conclusions Traits and trait combinations differentiate individuals who experience brief depressive episodes following the death of a loved one from other brief episodes. These differences can help guide clinical care of patients who present with depressive symptoms shortly after a loved one's death.