Perinatal loss is a traumatic and stressful experience with a significant emotional toll on the physical and psychological wellbeing of the healthcare professionals. We included 216 healthcare professionals working in an obstetrics-gynecology service or neonatal intensive care unit in a cross-sectional study and aimed to analyze the possible association between the healthcare professionals' level of professional quality of life, their coping with death competence, and their personal and work-related characteristics. Compassion fatigue and burnout did not correlate significantly with healthcare professionals' personal and work-related characteristics. Formal training was strongly associated with high levels of compassion satisfaction and coping with death competence. A low level of coping with death competence was found in women and in younger healthcare professionals, those who are single, and with little professional experience. Self-care activities and hospital support systems can be effective resources in coping with death.