Background Unexpected death of a loved one (UD) is the most commonly reported traumatic experience in cross‐national surveys. However, much remains to be learned about posttraumatic stress disorder (PTSD) after this experience. The WHO World Mental Health (WMH) survey initiative provides a unique opportunity to address these issues. Methods Data from 19 WMH surveys (n = 78,023; 70.1% weighted response rate) were collated. Potential predictors of PTSD (respondent sociodemographics, characteristics of the death, history of prior trauma exposure, history of prior mental disorders) after a representative sample of UDs were examined using logistic regression. Simulation was used to estimate overall model strength in targeting individuals at highest PTSD risk. Results PTSD prevalence after UD averaged 5.2% across surveys and did not differ significantly between high‐income and low‐middle income countries. Significant multivariate predictors included the deceased being a spouse or child, the respondent being female and believing they could have done something to prevent the death, prior trauma exposure, and history of prior mental disorders. The final model was strongly predictive of PTSD, with the 5% of respondents having highest estimated risk including 30.6% of all cases of PTSD. Positive predictive value (i.e., the proportion of high‐risk individuals who actually developed PTSD) among the 5% of respondents with highest predicted risk was 25.3%. Conclusions The high prevalence and meaningful risk of PTSD make UD a major public health issue. This study provides novel insights into predictors of PTSD after this experience and suggests that screening assessments might be useful in identifying high‐risk individuals for preventive interventions.