This study describes religious/spiritual beliefs, practices, changes, and needs among parents bereaved by pregnancy or neonatal loss, and assess gender differences in religiosity/spirituality, in this population. A cross-sectional study using data from the Danish cohort Life After the Loss was conducted. Data were gathered from a questionnaire survey collected between January 2016 and December 2019. Among 713 respondents, several answered in the affirmative to items related to religious/spiritual beliefs and practices. Some experienced changes in religious/spiritual beliefs and practices, and some wished to talk to someone about these questions. Women reported higher levels of religiosity/spirituality than men.