Background. Whereas a number of studies have suggested that parental loss is associated with increased risk for major depression (MD), much less is known about possible gender differences, diagnostic specificity and the time course of the impact of loss.

Method. First-onsets for MD and alcohol dependence (AD) were assessed at personal interviews in 5070 twins from same-sex (SS) and 2118 from opposite-sex (OS) twin pairs ascertained from a population-based registry. Cox Proportional Hazard (PH) and Non-Proportional Hazard (NPH) models, examining first onsets of MD and AD, were used with twins from SS pairs and conditional logistic regression for OS pairs. Parent–child separations prior to age 17 were divided into death and separation from other causes.

Results. The PH assumptions of constant increased risk were rejected for the impact of loss on risk for MD but not for AD. NPH models found significantly increased risk for MD after both death and separation with the risk lasting much longer for separations. For AD, the PH model found significantly increased risk after parental separation but not death. In both SS and OS twin pairs, no sex differences were seen in the impact of parental loss on risk for MD whereas the association between separation and risk for AD was significantly stronger in females than in males.

Conclusion. Consistent sex differences in the association with parental loss were seen for AD but not MD. The analysis of the time-course of increased risk after loss suggests three different patterns which may reflect different relationships: parental death and MD (return to baseline within ∼12 years), separation and MD (return to baseline within ∼30 years) and separation and AD (no change in risk over time).