Background: Caring for persons with dementia (PWD) can create “caregiver burden,” which is associated with negative outcomes for caregivers and PWD. The ZBI (Zarit Burden Interview) is a widely used unitary measure of caregiver burden. However, recent research has found caregiver burden to be multi-dimensional. The purpose of this study was to explore the factor structure of the ZBI within a sample of UK caregivers. A secondary aim was to identify variables that predicted burden dimensions found. Methods: A total of 110 unpaid community caregivers of PWD completed the ZBI. They also completed the EACQ (Experiential Avoidance in Caregiving Questionnaire), DEX (Dysexecutive Questionnaire), PACS (Positive Aspects of Caregiving Scale), and a demographic questionnaire. ZBI data were analyzed via exploratory factor analysis (principal axis factoring). Relationships between burden factors and other variables were studied using Pearson correlations and multiple regression. Results: Analysis identified three burden factors, namely direct impact of caregiving, uncertainty around the future, and frustration/embarrassment. A direct impact of caregiving and frustration/embarrassment has been found previously. Uncertainty over the future is a new factor, which was predicted by adult-child caregiver role, highlighting that spouses and adult children are likely to have different burden experiences. Additionally, uncertainty over the future and frustration/embarrassment were inversely predicted by PACS, suggesting that being mindful of positive aspects of caregiving may function as a protective factor for burden. Conclusions: This study found caregiver burden to be multi-dimensional and uncovered a novel factor in uncertainty over the future, which warrants further exploration. Burden factors were associated with a range of modifiable variables that could be targeted within health and social care interventions to improve outcomes for caregivers and PWD.