The Shroud was described as a giant worm or eel-like creature. The shroud could turn its body into a wormhole to travel from planet to planet. Once it started to dine, the Shroud would send out psychic tentacles to go inside a victim's mind. First, the victim would see a person they loved who died in a stain or pattern that would soon then start criticising the victim, accusing them of having wanted the other person to die in some way. Then, when the Shroud was strong enough, its links would appear in physical form as a woman with a blue veil with the face of that person's loved one.
The Shroud would then form a psychic link with the victim by holding their hands and exploiting their grief, making them go through the five stages of grief. Once at acceptance, the victim would have no grief remaining in them and the Shroud would move on. With the grief removed, a new emotion would fill the space and take over the subject. The main three emotional states observed were Wanters (jealousy), Ragers (anger), and Tremblers (fear). These effects could be reversed through much "therapy". This technique was developed by Wobblebottom and Flip Flop. (PROSE: Shroud of Sorrow)
After feeding off the inhabitants of the planet Semtis the Shroud moved on to Earth. It had apparently been on Earth for a long time after feeding off Semtis but only took action when President John F. Kennedy was assassinated, the grief of Kennedy's death giving the Shroud the foothold it needed to attack en masse. The Shroud was later defeated by the Eleventh Doctor, who drew the Shroud's attention by amplifying his own emotions, latching it to the TARDIS, and drawing it to the planet Venofax, a planet with seas of avocado bubble bath, and trapped the beast there since avocados were a natural antidepressant.
In 3006, President Winza of Station Epsilon was assassinated, creating large amounts of grief among its inhabitants. The Shroud (possibly another example of the species rather than the same creature) came to the station and began feeding on its sorrows. (PROSE: Shroud of Sorrow)