Objective In response to the well‐documented need for evidence‐based cancer caregiver support, we examined the feasibility of problem‐solving therapy for family caregivers of cancer patients receiving outpatient palliative care and investigated the impact of problem‐solving therapy on family caregivers' anxiety, depression, and quality of life. Methods We conducted a feasibility study of a structured problem‐solving therapy intervention delivered to family caregivers of cancer patients receiving outpatient palliative care from an academic health center in the Midwestern United States. Participants (N = 83) were randomly assigned to receive usual care or usual care plus a problem‐solving therapy intervention, which was delivered over three sessions via web‐based videoconferencing or telephone. Descriptive statistics were used to determine feasibility relative to recruitment, retention, and fidelity to core intervention components. Outcome data were analyzed using ordinary least squares multiple regression. Results Problem‐solving therapy for family caregivers of patients with cancer was found to be highly feasible in the outpatient palliative care setting. Caregivers who received problem‐solving therapy reported less anxiety than those who received only usual care (P = 0.03). No statistically significant differences were observed for caregiver depression (P = 0.07) or quality of life (P = 0.06). Conclusions Problem‐solving therapy is a feasible and promising approach to reducing cancer family caregivers' anxiety in the outpatient palliative care setting. Further testing in multiple sites is recommended.