This study was conducted to investigate association between ambiguous loss (AL) and positive parenting behavior, considering depression and parenting stress as sequential mediators. Participants were 100 North Korean defector mothers who had left their families in North Korea and were now raising children in South Korea. Boundary ambiguity, depression symptoms, parenting stress, and positive parenting behaviors (warmth/consistency) were measured using self-report questionnaires. Results indicated that AL was sequentially and significantly associated with high levels of depression and parenting stress, which in turn predicted lower levels of the consistency factor for positive parenting behavior. The single indirect effect of AL on positive parenting (consistency) through parenting stress was also significant. However, the direct and indirect effects of AL, depression, and parenting stress on positive parenting (warmth) were all not significant. Based on these results, the implications and limitations of this study are discussed.