Being able to form and maintain intimate relationships is an essential part of development and the early loss of a parent may negatively affect this ability. This study investigates the association between parental loss before the age of 18 years and the formation and dissolution of marriage and cohabitation relationships in adulthood, in relation to factors that may help identify potentially vulnerable subgroups of bereaved children, that is, sex of the deceased parent, cause of death and child's age at the time of death. Using data from national registries, we followed all children born in Denmark between 1970 and 1995 (n = 1,525,173) and used Poisson regression models to assess rate ratios by gender for relationship formation and separation according to early parental loss. We stratified the analyses by sex of the deceased parent, cause of death and child's age at the time of death, and adjusted for the confounding effects of parental income, education level, and psychiatric illness. We found that parental loss was associated with a higher rate of relationship formation for young women, but not young men, and higher rates of separation for both men and women. The associations with separation were stronger for persons who lost a parent to suicide than to other causes. The effects were relatively small, a possible testimony to the resilience of developmental processes in most children. However, as long-term relationships are associated with physical and psychological health, interventions for bereaved children and families are important, especially in the subgroup bereaved by suicide.