The study identified factors associated with depressive symptoms in family caregivers of persons with dementia with Lewy bodies, Alzheimer's disease, or Parkinson's disease dementia. An Internet-based survey generated 606 response sets. Regression analysis indicated that care recipients' memory and behavioral problems, caregivers' self-efficacy, grief, and tangible, emotional, and affectionate support were significantly associated with caregivers' depressive symptoms. Self-efficacy mediated caregiver burden to improve psychological well-being.