Bereavement can precipitate severe mental health problems, including major depressive disorder and prolonged grief disorder. Rumination is a risk factor of post-loss mental health problems, and as such, a better understanding of its working mechanisms may inform clinical practice. Rumination is theorized to take up time and increase feelings of hopelessness, leading to inactivity and social withdrawal, which in turn fuels post-loss psychopathology. Yet, these ideas have not been tested comprehensively. Therefore, we aimed to fill this gap in knowledge. A sample of bereaved adults (87% women) completed questionnaires on socio-demographic and loss-related characteristics, rumination, hopelessness, behavioural avoidance of activities, and depressive and prolonged grief symptoms. Two serial mediation analyses demonstrated that rumination may have both direct effects and indirect effects via hopelessness and behavioural avoidance on depressive and prolonged grief symptom levels. Sensitivity analyses, including reverse mediation analyses, supported the validity of the results. Findings show that hopelessness and behavioural avoidance may act as working mechanisms in the relationship between rumination and post-loss psychopathology. Therapies targeting hopelessness and social withdrawal, such as problem-solving training and behavioural activation, may be helpful in reducing rumination and depressive and prolonged grief symptoms in bereaved persons.