Aim To assess the effectiveness of psychoeducational interventions with respect to burden, anxiety and depression in family caregivers of People With Dementia living at home. Background In dementia, the family assumes the role of main caregiver, maintaining the patient in a good state of health. Nevertheless, burden, anxiety and depression may have negative repercussions in caregivers. Therefore, professional supports through psychoeducational programmes are recommended as interventions for improving caregivers' health. Design A quantitative systematic review. Data Sources Electronic searches were performed in CINAHL/AMED/CENTRAL/Web of Science/LILACS/PUBMED from January 2005–August 2018. Review Methods The review was conducted using the JADAD scale to assess bias risk and the quality of the randomized controlled trials (RCTs) and the CONSORT instrument to assess study quality report. The extracted data were reviewed by independent reviewer pairs. The review was reported using PRISMA. Results A total of 18 RCTs met inclusion criteria. Seven were classified as Technology‐based Interventions and 11 as Group‐based Interventions. Conclusion Psychoeducational interventions for caregivers allow them to increase their knowledge of the illness, develop problem‐solving skills and facilitate social support. Technology‐based Interventions significantly affect burden while Group‐based Interventions affect anxiety, depression, insomnia and burden and quality of life and self‐efficacy. Impact Research findings can be used to classify caregivers in future interventions according to illness stage to obtain more precise results.