Coping responses influence anxiety symptoms experienced by informal carers. However, only a few studies have investigated the longitudinal association between coping responses and anxiety symptoms in family carers. We also currently have limited knowledge on the mediating or moderating influence of subjective caregiver burden on this relationship over time. The aim of the present study was to investigate the longitudinal relationship between coping and anxiety symptoms in family carers of dependent older people, and examine the mediating or moderating role of subjective caregiver burden over time. Prospective longitudinal study. We recruited and enrolled participants from a probability sample of 132 family carers of older dependent relatives. We measured coping strategies, anxiety symptoms, subjective caregiver burden, and several covariates (sex and intensity of care) at baseline and at 1-year follow-up. We used generalized estimating equations with multiple imputations to examine associations over time. Considering both direct and indirect effects through subjective burden, anxiety symptoms were positively associated with proactive coping (B = 0.13), planning (B = 0.15), self-distraction (B = 0.24), denial (B = 1.15), venting (B = 0.94) and self-blame (B = 0.90), and negatively associated with positive reframing (B = -0.83) and acceptance (B = -0.75). Subjective caregiver burden moderated the relationship between anxiety symptoms and planning, and the use of denial as a form of coping. Our results show that subjective caregiver burden is an important moderator and mediator of the longitudinal association between coping responses and anxiety symptoms in carers. Proactive coping and planning when subjective burden is low, self-distraction, denial, venting, and self-blame significantly increase levels of anxiety and caregiver burden in carers over time. Acceptance and positive reframing however as coping responses are associated with lower levels of anxiety and caregiver burden long-term. Our findings highlight the need for a multi-dimensional approach in future caregiving interventions.