Caregivers of persons with dementia and depression experience adverse effects associated with their role. The aim of this scoping review was to identify the challenges faced by caregivers of people with dementia and depression, along with interventions to support them. The MEDLINE®, Embase and PsycINFO databases were searched using the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) method. Grey literature was assessed using the Canadian Agency for Drugs and Technologies in Health’s Gray Matter tool. The population consisted of caregivers of people with dementia and depression; the concept was to identify the negative impacts that caregivers experience and whether there are interventions to reduce them; the context was any study design targeting family or friends who were caregivers. A total of 12,835 citations were identified; 139 studies were included. Dementia and depression have variable impacts on outcomes experienced by caregivers, including burden/strain (n = 52), depression (n = 27), distress (n = 53), quality of life (n = 5) and health/well-being (n = 9). Pharmacological and non-pharmacological interventions have mixed effects. This study is important considering that depression in people with dementia is associated with caregiver distress. The use of a variety of non-pharmacological interventions could be beneficial to the latter.