Improving caregivers’ positive perception of their role may be important in reducing their subjective burden when caring for Alzheimer’s disease (AD) patients with depression. The purpose of present study was to explore the moderating role of the positive aspects of caregiving (PAC) on the subjective burden on family caregivers when managing depressive behaviors. We conducted a cross-sectional study including 200 pairs of patients with mild AD and their caregivers from three communities and two hospitals in Taiyuan, China in October 2014. The latent variable interaction model based on a two stage least squares (2SLS) regression was fitted. A significant moderating effect of the PAC was found on the relationship between depression in patients with AD and the caregiver burden they cause. Caregivers dealing with patients with low levels of depression but with high levels of the PAC had significantly lower levels of caregiver burden compared to those caregivers with the low levels of PAC. Continuously detecting the patient's mental state combined with caregivers having an optimistic attitude towards life may improve the quality of life for both patients and caregivers.