Major depressive disorder (MDD) put caregivers of palliative cancer patients (CPCP) and the patients at risk for various physical and psychological complications. This study aimed to determine the prevalence of MDD and its contributing factors among CPCP. The diagnosis of MDD was determined using the Mini International Neuropsychiatric Inventory. Pro forma and validated questionnaires were used to assess sociodemography, caregiving and patient factors, coping strategy, and social support. About 6% of CPCP had MDD. Predictors for MDD were coping by behavioural disengagement and positive reframing. These coping strategies are crucial for CPCP to have optimum mental health status.