Aims: Little is known about long-term mental health in young adults who participate in ongoing grief counseling programs after early parental death in childhood, adolescence or young adulthood. The purpose of this study was to examine mental health in young adults according to early parental death and participation in grief counseling. Methods: In a cross-sectional, questionnaire-based study, we included three samples of young adults age 18–41 years. One sample who had lost a parent between age 0 and 30 years and who had participated in grief counseling identified through four Danish grief-counseling organizations, and two registry-based samples of young adults included parentally bereaved and non-bereaved young adults. Multivariate-adjusted regression analyses were performed to characterize risk of depressive symptoms and mental health-related quality of life (HQoL) according to early parental death and participation in grief counseling. Results: A total of 2467 (45%) young adults participated. Bereaved young adults reported significantly more depressive symptoms (p<0.0001) and lower mental HQoL (p<0.0001) than non-bereaved young adults and than general population levels for both depressive symptoms (p<0.0001) and HQoL (p<0.0001). Bereaved young adults who had participated in grief counseling reported significantly more depressive symptoms (p<0.0001) and lower mental HQoL (p<0.0001) than bereaved persons who did not participate in grief counseling. Conclusions: Bereaved young adults report more mental health problems than non-bereaved young adults, and also after participation in grief counseling the death of a parent may be accompanied by subsequent mental health problems.