Oh, so you think your pet isn't human? Do you think humans are the only ones that can feel the loss of a loved one?
While we obviously don't know for sure - think about it. If pets eat as we do, sleep as we do, have the same body make up (within) as we do, cry when in pain as we do, then why won't they too feel the pain of a loved one like humans do? It is sad that many humans think they are the only ones that are qualified to feel sad, happy or grieve when the loss a loved one.
If your pet can feel happy when there is the cause too, then why do you think it can't feel sad and grieve when there is cause too? Why won't your pet moan when the closest pet to it has just died. Now it has to stay alone, play alone, sit alone, eat alone, etc. It will definitely feel the loss of the other, but this will manifest in its behavior. Or you think because your pet can't speak to you and tell you how it feels, then it doesn't mourn? Fact is this - when one of your pets dies and the other starts behaving in ways such as - eating less; loss of interest in things that it used to feel interested in staying aloof from you and others; not sleeping where it used to sleep, staying silent most of the time, etc. All these are signs that your pet is silently grieving the loss of the other pet. If the pet isn't really sure whether the other one died or not, it could be hoping that the other pet will return.
What should you do when this happens? Nothing much than to wait for time to heal the heart of this grieving pet. Like humans, pets also feel the loss of a fellow pet, but get over this loss after some time. Time, they say, heals all wounds - in humans and even in pets. So, when one of your pet dies and the other feels the loss so much, don't fret too much about it - this pet will get over it in due time. Some pets heal within a few weeks, while some last for many weeks and even months before they forget about the loss of their fellow pals.
What you can do is to give your pet all the necessary support, care and tenderness it needs to get over the loss in good time. In other words, do everything you can to take the mind of your pet away from her object of worry. Engage her in those activities that she normally loves to do. If your pet is one that loves to have other pets to play with, then invite your friend over and have them bring their pets. Best of all, you can buy another pet to keep your pet from feeling too lonely. With time she will eventually forget about the loss of the previous one.
Do all these and your pet can feel better despite the loss of its previous pal.