Objectives: Gratitude is widely perceived as a key factor to psychological well-being by different cultures and religions. The relationship between gratitude and coping in the context of familial dementia caregiving has yet to be investigated. Design: This study is the first to examine the associations among gratitude, coping strategies, psychological resources and psychological distress using a structural equation modelling approach. Results: Findings with 101 Chinese familial caregivers of persons with dementia (mean age = 57.6, range = 40–76; 82% women) showed that gratitude was related to the greater use of emotion-focused coping (positive reframing, acceptance, humour, emotional social support seeking, religious coping) and psychological resources (caregiving competence and social support). Psychological resources and emotion-focused coping in turn explained the association between gratitude and lower levels of psychological distress (caregiving burden and depressive symptoms). Conclusion: The present results indicate the beneficial role of gratitude on coping with caregiving distress and provide empirical foundation for incorporating gratitude in future psychological interventions for caregivers.