Few studies have investigated the impact of providing end-of-life care on family caregivers' depressive symptoms over time, especially until the patient's death. The purpose of this study was to identify the course and predictors of depressive symptoms in caregivers of terminally ill cancer patients until they died. For this prospective, longitudinal study of 193 caregivers, data were collected using the Center for Epidemiological Studies Depression Scale, Symptom Distress Scale, Medical Outcomes Study Social Support Survey, and Caregiver Reaction Assessment scale. The course and predictors of depressive symptoms were analyzed using the generalized estimating equation model. Caregivers' depressive symptoms increased as the patient's death approached. Spousal or adult child family caregivers suffered more depressive symptoms if they self-identified as lacking social support and confidence in offering substantial assistance for younger terminally ill cancer patients with higher levels of symptom distress. Caregivers were susceptible to higher levels of depressive symptoms if they were heavily burdened by caregiving, that is, experienced more disruptions in schedules, greater health deterioration, stronger sense of family abandonment, and lower caregiver esteem. Psychological well-being of caregivers of terminally ill cancer patients deteriorated in response to progression of the patient's disease and impending death. Effective interventions should be developed and provided to high-risk caregivers as identified in our study. Increasing caregivers' strength of perceived social support, facilitating their confidence in caregiving, and alleviating their subjective burden may lessen the development of depressive symptoms in caregivers of terminally ill cancer patients throughout the dying process.