Yellowfin (Thunnus albacares) and bigeye (T. obesus) tuna have been intensively exploited by longline fleets since 1980's, however, a large proportion of zero catch per set of target species still accurred. Zero catch data contributed significantly to the low catch per unit of effort (CPUE) compared to other countries at the same fishing area. Therefore, understanding the factors contributed to the CPUE of tuna is essential, in order to improve longline fishing efficiency. A total of 2.115 set-by-set data were obtained from Indonesian Scientific Observer Program. The onboard observations were carried out at commercial tuna longline operated in Eastern Indian Ocean from August 2005 to December 2014. Several analytical approaches were conducted in this paper. First, General Linear Model (GLM) was applied in order to model the relationship between CPUE with all the variables involved. Second, boxplot diagram, polynomial and linear regression were applied to fit the relationship between CPUE with set time, soak time and depth (represented by hook position) respectively. The result showed that, there was no significant relationship between set time and CPUE of bigeye and yellowfin tuna. Soak time was positively related with CPUE of yellowfin and affect adversely on bigeye. Depth also have significant relationship with CPUE of tuna, where catch of yellowfin decreased linearly with hook depth, whereas catch of bigeye was performed the opposite. Improvement in tuna longline fishery in eastern Indian Ocean can be achieved through implementation of the specific soak time and hook depth for each target species, i.e. yellowfin and bigeye tuna.