During the COVID-19 pandemic, restrictions to prevent its spread were formed, thereby hindering patients’ relatives from maintaining contact with and visiting their loved ones, even saying goodbye at the end of life. This study aimed to gain an in-depth understanding of bereaved relatives’ experiences of losing a loved one to COVID-19. Eight in-depth interviews were conducted and analysed using an interpretative phenomenological approach. The results revealed two superordinate themes: (a) the lonely and painful loss and (b) the double crises. The relatives were oscillating between hope and despair. During the time of their loved one’s illness, they felt powerless, excluded, lonely and vulnerable. The death was unexpected, and it was painful to not be able to say goodbye in person or when the life support was terminated. Furthermore, the relatives were in crisis at the same time as the health care system was in crisis. Sometimes the relatives did not receive information, and they felt like bystanders waiting for answers. The health care professionals’ attitudes were of importance in supporting the relatives. If there was a lack of empathy and understanding for the relative’s situation, feelings of frustration and not being respected emerged. To meet relatives’ needs when losing a loved one during circumstances such as the COVID-19 pandemic, the healthcare system needs to develop routines pertaining to providing adequate information, supporting relatives’ need to say goodbye, and coping with ethical dilemmas, such as when there are insufficient life support machines for patients.