Background: This study explores the implicit theories by which primary caregivers (PC) of patients diagnosed with anorexia nervosa (AN) understand the eating disorder and interpret their role in treating and managing the problem. Methodology: In-depth, semi-structured, and open interview questions were used to achieve the study’s goals. In total, 19 caregivers, 16 mothers, and three fathers (mean age: 50.74; SD: 5.248) from a public service for the treatment of behavioral disorders in southern Italy were interviewed. A lexical correspondence analysis (LCA) was applied to the verbatim transcripts to identify the main factorial dimensions, which organize similarity and dissimilarity in the collected discourses. Results: The first dimension represents the dialectic between two different models of explanation of the problem, and the second dimension represents the dialectic between two different perspectives on the attribution of responsibility. Overall, the analyses show the difficulties of PC in exploring the emotional dynamics of the problem and the tendency to take out of the family context every possible representation of the role that it can play in the maintenance and evolution of the disorder. Conclusions: The strategies to prevent and treat AN may benefit from knowledge of the meaning’s lenses adopted by the primary caregivers to explain and cope with their daughters’ illness.