Past research suggests relationships among dementia caregiver burden and care recipient pain and neuropsychiatric symptoms, but no prior work has examined the influence of pain self-efficacy on these associations. A sample of 502 dementia caregivers completed an online protocol assessing caregiver burden and care recipient neuropsychiatric symptoms, presence of pain, and pain self-efficacy in this cross-sectional, observational study. The indirect effect of neuropsychiatric symptoms on the relationship between pain and caregiver burden was significant. Pain self-efficacy significantly moderated the effect of pain on neuropsychiatric symptoms (P = 0.04) and the direct association between pain and caregiver burden (P = 0.004), but did not moderate the indirect effect. Future research should explore how pain influences neuropsychiatric symptoms, and whether improvement in pain self-efficacy in dementia care recipients attenuates the influence of pain on neuropsychiatric symptoms and caregiver burden in other samples.