Informal caregiving for dementia is common and often affects caregiver mental health. In addition to typical stressors faced by caregivers of persons with dementia (PWDs), rural caregivers often face additional stressors associated with living in more remote locations; unfortunately, this group is largely understudied. Ninety-three caregiver-PWD dyads completed measures of social support, perceived control, self-efficacy, burden, and cognitive functioning. Measures of PWD activities of daily living and mental functioning were also collected. These variables were hypothesized to predict caregiver self-reported symptoms of depression, anxiety, and stress. Contrary to predictions, only caregiving-related self-efficacy and caregiver burden predicted the caregiver's mental health. Future interventions for improving rural caregiver self-reported mental health should target cognitions associated with caregiving self-efficacy and caregiver burden. Health care providers for rural families should focus on ways to reduce feelings of caregiver burden and provide caregivers with useful skills and tools for caregiving.