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Aims: We aimed to investigate whether the death of a child, one of the most severe stressors, is associated with the risk of heart failure (HF). Methods and results: We conducted a population‐based cohort study involving parents of live‐born children recorded in the Danish and Swedish Medical Birth Registers during 1973–2016 and 1973–2014, respectively (n = 6 717 349). We retrieved information on child death, HF diagnosis and sociodemographic characteristics of the parents from several nationwide registries. We performed Poisson regression models to estimate incidence rate ratios (IRR) and 95% confidence intervals (CI) for HF in relation to bereavement. A total of 129 829 (1.9%) parents lost at least one child during the follow‐up. Bereaved parents had a 35% higher risk of HF than the non‐bereaved (IRR 1.35, 95% CI 1.29–1.41; p < 0.001). The increased HF risk was observed not only when the child died due to cardiovascular or other natural causes, but also when the loss was due to unnatural causes. The association tended to be U‐shaped when we categorized the exposed parents by the number of remaining live children at loss or by the age of the deceased child. Conclusion: We found that the death of a child was associated with an increased risk of HF. The finding that not only cardiovascular and other natural deaths, but also unnatural deaths were associated with HF suggests that stress‐related mechanisms may contribute to the development of HF. [ABSTRACT FROM AUTHOR]