Purpose: Interest in anticipatory grief (AG) has typically focused on terminal diseases such as cancer. However, the issues involved in AG are unique in the context of dementia due to the progressive deterioration of both cognitive and physical abilities. The current study investigated the nature of AG in a sample of dementia caregivers and examined the relationship between AG and caregiver burden. Design and Methods: A total of 80 informal caregivers of individuals with dementia completed interviews and questionnaires assessing their experience of grief, physical and mental health, aspects of the caregiving situation, and the level of patient impairment. Hierarchical linear regression models were used to examine whether AG is significantly associated with caregiver burden. Results: AG was shown to be significantly and independently associated with caregiver burden in this sample, beyond the effects of known predictors such as background characteristics, behavior problems in the care recipient, and depressive symptoms. Implications: The current results suggest that grief may be an important yet understudied aspect of the caregiving experience. It is likely that consideration of grief in future conceptualizations of caregiver burden can lead to better support for caregivers and more accurate predictions of outcomes.