While cannot know exactly how animals are feeling, there is evidence that animals can experience positive and negative emotional states such as grief [1]. Numerous studies document changes in animal behaviour consistent with distress and grief following the loss or absence of a close companion [1, 2].
Following the death of an animal, other animals in the household may exhibit changes in their behaviour consistent with grief (e.g., decreased appetite, decreased motivation to play or engage in their normal activities, disrupted sleep, changes in toileting behaviour, pacing, panting, vocalising, restlessness, searching for the deceased, anxiety, depression) [3]. Changes may vary between individuals and may be indicative of grief and/or medical problems so seek veterinary advice if you notice any issues.
After the death of an animal in your household, it is advisable to provide stability and security for your remaining animal(s) by maintaining their daily routine as much as possible. For cats and dogs, pheromone diffusers may also help calm your remaining animals if they appear to be experiencing anxiety or stress.
References
[1] Bekoff M (2000) Animal Emotions: Exploring Passionate Natures: Current interdisciplinary research provides compelling evidence that many animals experience such emotions as joy, fear, love, despair, and grief—we are not alone. BioScience 50:861–870
[2] Brooks Pribac T (2013) Animal Grief. Animal Studies Journal 2:67–90
[3] McGrath N, Walker J, Nilsson D, Phillips C (2013) Public attitudes towards grief in animals. Animal Welfare 22:33–47