Background: The extent to which familism, dysfunctional thoughts, and coping variables contribute to explaining feelings of loneliness in caregivers, controlling for kinship, is analyzed. Methods: Participants were 273 family caregivers of people with dementia. Sociodemographic variables, familism, dysfunctional thoughts, coping strategies for requesting and receiving help, perceived social support, and leisure activities were assessed. The fit of a theoretical model for explaining the effect of cultural and psychological variables on feelings of loneliness in each kinship group was tested. Results: No significant differences in the distribution of loneliness by kinship were found. Higher levels of familism are associated with more dysfunctional thoughts, that are linked to more maladaptive strategies for coping with caring (e.g., less social support and fewer leisure activities). This in turn is associated with higher scores in the feeling of loneliness. The model bore particular relevance to the group of daughters, husbands, and sons, yet not in the case of wives. Conclusions: Sociocultural and coping factors associated with the caring process seem to play an important role in explaining feelings of loneliness in caregivers. Sociocultural factors associated with the care process seem to play an important role in explaining feelings of loneliness in caregivers.