Previous studies have shown that Prolonged Grief Disorder (PGD), Post-traumatic Stress Disorder (PTSD) and major depression are autonomous nosological entities. The present study aims at further analyzing the relationship among them in a sample of caregivers of patients in Vegetative State (VS) or Minimally Conscious State (MCS). We also investigated factors predicting the development of PGD. We sampled 40 Caregivers of patients in VS or MCS consecutively admitted to long-term care units. Caregivers were administered the PG-12, the Depression Questionnaire, the SCID I and the Davidson Trauma Scale. Six participants (15%) fulfilled the criteria for PGD, 25% (N = 10) for depression and 25% (N = 10) for PTSD. Although significant correlations emerged among symptom domains of the three disorders, no relevant association was found between a diagnosis of PGD, depression and PTSD. The severity of PTSD symptoms was found to be predictive of PGD. Clinical implications are discussed.