To investigate the cross-sectional associations between depression in people with dementia and both caregiver burden and quality of life in 8 European countries, and to test these associations compared with the presence of other neuropsychiatric symptoms. Cross-sectional study. In total, 1223 dyads comprised of informal caregivers and people with dementia living in a community-dwelling setting, recruited from the Right Time Place Care study, a cohort survey from 8 European countries. To test the associations between depression (according to the Cornell Scale for Depression in Dementia) and informal caregiver burden (defined by the Zarit scale and hours of supervision in terms of Resource Utilization in Dementia), distress (defined by the Neuropsychiatric Inventory Questionnaire distress score), and quality of life (according to the visual analogue scale and 12-item General Health Questionnaire). Linear regressions showed an association between depression and main outcomes (Zarit scale: β 3.7; P =.001; hours of supervision: β 1.7; P =.004; Neuropsychiatric Inventory Questionnaire distress score: β 1.2; P =.002). A similar association was found concerning psychological and overall well-being (12-item General Health Questionnaire: β 1.8; P <.001; Euroqol Visual Analogue Scale: β −4.1; P =.003). Both associations remained significant despite the presence of other NPS and after adjusting for confounders. Further studies are needed to assess whether providing tailored strategies for optimizing diagnosis and managing of depression in people with dementia might improve caregiver quality of life and reduce their burden in the community-dwelling setting.