Background: Psychological distress is an important immediate outcome of the death of a spouse or divorce, which may arise because of financial and emotional challenges and can lead to adverse health outcomes with more stress, anxiety, depression, and social isolation than the general population. Methods: Cross-sectional study among separated, divorced, and widowed females from two rural villages. All eligible participants were screened for depression and anxiety using DSM 5 criteria. The severity of depression was assessed using the Hamilton depression rating scale (HDRS) and for anxiety, the Hamilton anxiety scale (HAM-A) was used. Results: Out of 162 women, 30% had mild depression whereas 42% of widow and divorced women had moderate levels of depression but it is in 50% of separated women. Severe and very severe level of depression was in around 20% of widowed and divorced women compared to 16% of separated women. There was no anxiety in around 80% of divorced and widowed women whereas 24.3% of separated women had severe anxiety. On regression analysis, separated women, dependent women, and those with less than two years of duration of separation had higher levels of depression and anxiety. Conclusion: The prevalence of Depression and Anxiety is more common in all three groups. Moderate to severe Depression is around 75% among divorced/separated and widowed females but moderate to severe anxiety was more in separated women compared to widowed women. Dependency and the early phase of widowhood/separation were also important associated factors.