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Context: Psychological problems are very common in traumatic patients' caregivers necessitating usage of appropriate coping strategies to promote their mental health. Aim: The aim of this study was to assess anxiety, stress, and depression as well as coping strategies in caregivers of patients with head injuries. Settings and Design: In this cross-sectional study, 127 caregivers of traumatic patients referred to educational hospitals of Zabol city were selected by convenience sampling method. Subjects and Methods: The data were collected using a demographic questionnaire, as well as Depression, Anxiety and Stress Scale-21 and the Jalowiec coping strategies tools. The data were analyzed using descriptive statistics, one-way ANOVA, independent samples Student's t-test, and multivariate regression model. Results: Our findings showed that more than 70% of the caregivers of patients with head injuries suffered from severe and very severe stress and anxiety. The multivariate regression model demonstrated a negative and significant relationship between either stress (B = −0.81 P = 0.001) or depression (B = −1.23 P = 0.000) and problem-based coping strategies. Furthermore, stress (B = 0.64 P = 0.006) and anxiety (B = 0.74 P = 0.002) were negatively associated with emotional-based coping strategies. Conclusion: Considering the high rates of anxiety, stress, and depression in caregivers of patients with head injuries and significant associations observed between these variables and problem-based strategies, it is necessary to identify and obviate factors leading to anxiety and to educate coping strategies to these individuals.