Background. One of the most common symptoms in multiple sclerosis (MS) is depression, which causes disruption to daily participation. MS as a degenerative disease causes caregiver strain. The aim of this study is to analyze the influence of depression on the occupational performance of people with MS and to study whether these aspects influence caregiver strain. Materials and Methods. A descriptive cross-sectional observational study was carried out. A total of 124 people with a diagnosis of multiple sclerosis were assessed and administered the Beck Depression Inventory-II, the Canadian Occupational Performance Measure, and the Zarit Caregiver Burden Scale. Results. MS type influences performance, involvement, and caregiver burden. High levels of depression are associated with low levels of participation and performance. The types of MS with the highest caregiver burden are relapsing–remitting and secondary progressive. Conclusions. The type of MS negatively influences occupational performance. Depression and occupational performance are related to caregiver strain. The greater the depressive symptoms, the worse the performance, and the more caregiver strain.