Objective: The family caregivers of patients receiving palliative care experience high levels of anxiety and depression. The aim of the present study was to investigate the factors associated with family caregivers' anxiety and depression when caring for patients with advanced cancer in Greece.; Methods: The sample consisted of 100 patients undergoing palliative radiotherapy and their respective caregivers. Patients completed the Hospital Anxiety and Depression Scale (HADS) and the MD Anderson Symptom Inventory. Their respective caregivers completed the Oberst Caregiving Burden Scale, the Bakas Caregiving Outcomes Scale, and the HADS. Correlational and multiple regression analyses were conducted to identify potential predictors of anxiety and depression.; Results: The majority of patients were male (63.0%), whereas the majority of their caregivers were female (76.0%). The mean ages of patients and caregivers were 63.9 ± 10.8 and 53.3 ± 12.6 years, respectively. Caregiving anxiety and depression were associated with patients' variables, such as gender (P < 0.0005), primary cancer (P = 0.008), and past surgery (P = 0.002), and caregiver's variables, such as gender (P = 0.001), co-residence (P = 0.05), previous care experience (P = 0.04), and means of transport (P = 0.038). In multiple regression analyses, caregiving anxiety and depression were significantly predicted by caregivers' and patients' characteristics, in a model that accounted for 48% of the anxiety variance (P < 0.0005) and 39% of the depression variance (P < 0.0005).; Conclusion: The caregivers who experienced more anxiety and depression shared the following traits: they were women, cared for men with lung cancer, cared for patients not undergoing surgery, lived together, were younger, went to the hospital by private means of transport, had previous care experience, and perceived an increased degree of general burden. Further investigation of the factors that may affect caregivers' psychological state is required to better identify parameters that may predict it.