Background: Despite the importance of coping in caregiving, there are few studies on the relationship between coping and quality of life in caregivers of the frail dependent elderly. Thus, this study aims to analyze the relationship between coping strategies and quality of life dimensions in primary caregivers of dependent elderly relatives. Methods: A cross-sectional study was conducted from 86 caregivers. Predictive variables were coping strategies (problem-focused, emotion-focused, socially-supported, and dysfunctional); dependent variables were quality of life dimensions (psychological, physical, relational, and environmental); and potential confounding variables were age, gender, perceived health and burden of caregiver, and functional capacity of care receiver. Correlation coefficients were calculated and multiple linear regression analysis was performed. Results: After controlling for potential confounders, dysfunctional coping was related to worse quality of life in the psychological dimension, while emotion-focused and socially-supported coping were related to superior psychological and environmental dimensions of quality of life. The physical and relational dimensions of quality of life were not related to coping strategies. Conclusions: 1) it is important to consider coping strategies in the assessment of primary caregivers of dependent elderly relatives; 2) the quality of life of caregivers is related to their coping strategies, 3) their quality of life can be worsened by avoidance-type coping, and 4) their quality of life can be improved by active emotion-focused coping and socially-supported coping.