Abstract Background Caregiving in depression imposes a complex health and economic burden. Moreover, there is a paucity of studies examining the impact of caregiving for adult relatives with unipolar depression (CG-UD). This study assessed the burden among CG-UD in five western European (EUR5) countries (France, Germany, Italy, Spain and the United Kingdom) compared with caregivers of adults with other chronic comorbidities (CG-OD) and general non-caregiving (non-CG) population. Methods A retrospective observational study was conducted using the 2016 National Health and Wellness Survey (NHWS) in EUR5. Differences in humanistic burden (health status and health-related quality of life [HRQoL]) and economic burden (work productivity and activity impairments, health care resource utilization [HRU]) were assessed between CG-UD and CG-OD respondents. Caregiver-specific burden (caregiving responsibilities and caregiver reaction assessment [CRA]) was assessed between caregiver groups. Generalized linear models were used to compare between the groups on the outcomes after adjusting for potential confounders. Results Of the 77,418 survey respondents examined, 1380 identified as CG-UD, 6470 as CG-OD and 69,334 as non-CG. Compared to CG-OD and non-CG, CG-UD, reported significantly lower health status (e.g., EuroQoL-5 Dimensions-5 Levels [EQ-5D-5L]: CG-UD = 0.63, CG-OD = 0.67, and non-CG = 0.73, p < 0.001) and HRQoL (e.g., mental component score: CG-UD = 35.0, CG-OD = 37.8, and non-CG = 40.7, p < 0.001). Although effect sizes were small (d < 0.2), minimal clinically important differences (MCID) were apparent for HRQoL and health status. Increased economic-related burden was observed for work and activity impairment (e.g., absenteeism: CG-UD = 32.6%, CG-OD = 26.5%, and non-CG = 14.8%, p < 0.001) and HRU (e.g., healthcare provider [HCP; mean, past 6 months]: CG-UD = 10.5, CG-OD = 8.6, and non-CG = 6.8, p < 0.001). Caregiving-specific burden was associated with experiencing a greater lack of family support (CG-UD: 2.9 vs CG-OD: 2.8, p < 0.01), impact on finances (CG-UD: 3.0 vs CG-OD: 2.9, p = 0.036), and on the caregiver’s schedule (CG-UD: 3.1 vs CG-OD: 3.0, p = 0.048). Conclusion Caregivers of persons with chronic disease experience an excess humanistic and economic burden compared to the general population, with a greater burden confronting caregiver for adults with depression. These findings illustrate the far-reaching burden of depression on both the patient and the relatives who care for them.