Along with the increase in elderly patients with chronic and disabling conditions, the number of family caregivers continues to rise. Caregiving has been associated with negative physical and psychological impact on the caregivers’ health, as well as, with higher prevalence rates of depression, anxiety, and a higher risk of mortality. The purpose of this study was to examine if death anxiety would be a significant predictor of depression and coping in the sample of adult family caregivers of adult patients. Participants were 46 family caregivers recruited through caregiver websites. Participants completed the Revised Collett–Lester Fear of Death and Dying Scale, the Center for Epidemiological Studies Depression Scale–Revised, the Ways of Coping Questionnaire, and a demographic questionnaire. Multiple regression analysis identified significant relationships between death anxiety, depression, coping, and duration of caregiver experience. The findings of this study provide medical practitioners and psychologists with enhanced knowledge, facilitating development of interventions to help family caregivers deal with death anxiety and achieving efficient coping.