The current study examines the constructs of caregiver burden, self-efficacy, perceived social support, and well-being (physical health and depression) in caregivers of veterans to obtain a better understanding of their interrelationships among this unique population of family caregivers. Much of the literature on family caregivers identifies relationships between burden and both physical and mental health. For informal, untrained, family caregivers, perceived capability in caring for a loved one can strongly affect health outcomes. Additionally, as family caregivers have unique added stressors and vulnerabilities, perceived social support is an important component that impacts the burden-wellbeing relationship. Although there is a substantial amount of research on these important constructs of caregiving (burden, self-efficacy, social support), few studies have examined how these three constructs specifically work together to influence caregiver physical and mental health. Analyses confirmed three hypotheses: burden significantly predicts depression, self-efficacy mediates the relationship between burden and depression, and this mediating effect is solely driven by self-soothing self-efficacy, as compared to instrumental and relational self-efficacy. Analyses for the moderated mediation model disconfirm both hypotheses that perceived social support moderates associations of burden and self-efficacy, and burden on depression.