Background Losing a child to death is one of the most stressful life events experienced in adulthood. The aim of the current study is to investigate parental risk of seeking treatment for major depression disorders (MDD) after a child's death and to explore whether such connection may operate differentially by parents' prior medical condition. Methods We studied a retrospective cohort of 7245 parents (2987 mothers and 4258 fathers) identified in the National Health Insurance Research Database of Taiwan (NHIRD) who had lost a child with age between 1 and 12 years. For comparison, the parents of 1:4 birth year- and gender-matched non-deceased children were retrieved (16,512 mothers and 17,753 fathers). Gender-specific Cox regression analyses were performed to estimate risk. Results Nearly 5.0% and 2.4% of bereaved mothers and fathers sought treatment for MDD within three years after a child's death, significantly higher than 0.8% and 0.5% in the non-bereaved parents. With covariate adjustment, the hazard ratio (HR) for maternal and paternal seeking treatment for MDD was estimated 4.71 (95% confidence interval [CI]: 3.35-6.64) and 1.93 (95% CI: 1.27-2.95), respectively. The increased risk of MDD varied by prior disease history; specifically, the increased risk of seeking treatment for MDD was especially prominent for those without chronic physical condition (CPC) (e.g., mothers with CPC: aHR = 2.38, 95% CI: 1.56-3.65 vs. no CPC: aHR = 9.55, 95% CI: 6.17-14.79). Conclusions After the death of a child, parental elevated risk of MDD was especially prominent for the women and those without prior medical condition. Effective strategies addressing bereavement may require family-based, integrated physical and mental healthcare and even extended counseling service.