Introduction: Cancer is a chronic disease that requires long-term treatment and care. Caregivers of cancer patients are at greater risk of developing depression than the general population. The effect of caregivers' cognitive flexibility on depression and anxiety has not been studied. We aimed to investigate the social characteristics, burden level and cognitive flexibility of caregivers of advanced cancer patients, and determine the relationship between these factors and depression and anxiety. We hypothesised that factors such as cognitive flexibility and caregiver burden level significantly predict anxiety and depression.; Methods: The study included 69 primary informal caregivers of cancer patients of Stage 4 severity. Methods utilised included diagnostic semi-structured interviews, Beck Depression Inventory (BDI), Beck Anxiety Inventory (BAI), Zarit Caregiver Burden Inventory and cognitive flexibility inventory.; Results: BDI scores were found to be statistically higher in caregivers who cared for men compared to those who cared for women (20.44 ± 2.06 vs. 13.29 ± 1.81; t = 2.60; p = 0.01). BDI mean scores were statistically lower in caregivers who received help with caregiving compared to those who did not (t = 2.62; p = 0.01). Cognitive flexibility level, burden level, and lack of social support were found to be predictors of caregiver depression.; Conclusion: The study showed that individuals with low cognitive flexibility levels are more likely to have depressive and anxiety symptoms. Based on our findings, we opine that evaluations of caregivers' cognitive strategies and social support are needed to determine the risk of depression in caregivers of cancer patients.