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Even after looking at example sentences, I can't seem to figure out the difference between the two. They both seem to mean "without doing ~". I gathered that ずに is a written form, but I've also been told that there are times where ずに is more natural to use. Is there a trick to figuring out which to use, or is it not that simple?

  1. 今朝、朝ご飯を食べないで仕事に来ました。
  2. 今朝、朝ご飯を食べずに仕事に来ました。 This morning I came to work without eating breakfast.

I'm unable to tell the difference between the two sentences. To me they both mean the exact same thing.

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Unless you are very advanced in learning Japanese, I guess you can think both approximately mean the same. Regarding the sentences in the question, I don't see any difference.

There are a number of related questions on this site (possibly more).

I haven't read all of the above and can't give a comprehensive treatment, but let me mention just two cases where ずに and ないで are not (really) interchangeable.

Double negative construction like せずに(は)いられない sounds more natural with ずに.

Example:

  • 夜になると酒を飲まずにいられない : I cannot help but drink upon nightfall.
  • 夜になると酒を飲まないでいられない

The latter is ok, but less likely to be used.

When the first action is a reason to the second action (this is from the last of the linked question above).

  • 朝七時に起きられずに会社に遅れました。I couldn't get up at seven, and was late for office.
  • 朝七時に起きられないで会社に遅れました。

The latter is only barely acceptable, although I don't see any real danger of misunderstanding. Note that

  • 朝七時に起きられなくて/なかったから/なかったので会社に遅れました。

are all fine.

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