Background. Prior research has shown that anxiety symptoms predict later depression symptoms following bereavement. Nevertheless, no research has investigated mechanisms of the temporal relationship between anxiety and later depressive symptoms or examined the impact of depressive symptoms on later anxiety symptoms following bereavement. Methods. The current study examined perceived emotional social support as a possible mediator between anxiety and depressive symptoms in a bereaved sample of older adults (N =250). Anxiety and depressive symptoms were measured at Wave 1 (immediately after bereavement), social support was measured at Wave 2 (18 months after bereavement), and anxiety and depressive symptoms were also measured at Wave 3 (48 months after bereavement). Results. Using Bayesian structural equation models, when controlling for baseline depression, anxiety symptoms significantly positively predicted depressive symptoms 48 months later, Further, perceived emotional social support significantly mediated the relationship between anxiety symptoms and later depressive symptoms, such that anxiety symptoms significantly negatively predicted later emotional social support, and emotional social support significantly negatively predicted later depressive symptoms. Also, when controlling for baseline anxiety, depressive symptoms positively predicted anxiety symptoms 48 months later. However, low emotional social support failed to mediate this relationship. Conclusions. Low perceived emotional social support may be a mechanism by which anxiety symptoms predict depressive symptoms 48 months later for bereaved individuals.