In Alzheimer’s disease, two fundamental aspects become important for caregivers: ambiguity and ambivalence. Thus, anticipatory grief is considered an active psychological process that is very different from the mere anticipation of death. The present study aims to determine which characteristics of family caregivers of people with dementia, such as age, gender, educational level, relationship with the person with dementia, years with dementia or years as a caregiver, are related to the presence of anticipatory grief. A cross-sectional design was employed. The sample consisted of a total of 129 subjects who cared for a family member with dementia. A sociodemographic data sheet and a battery of tests measure the presence of anticipatory grief, caregiver burden and/or psychopathology. The results obtained allowed us to confirm some of the hypotheses regarding the anticipatory grief construct, the importance of the care time factor, in years and per day, as well as the relevance of the previous demographic and psychopathological profile (being female, spouse function and possible depressive symptomatology). Likewise, from the prediction analyzes performed, it seems that these variables can predict anticipatory grief. These results propose interesting opportunities to formulate care proposals to professionals and family caregivers in relation to care tasks and caregiver skills.