Background: Specialised palliative care trials often fail to address intervention effects on caregiver anxiety and depression, particularly in bereavement. We evaluate effects of specialised palliative care and dyadic psychological intervention on caregiver anxiety and depression in a randomised controlled trial (RCT). Methods: Patients with incurable cancer and limited antineoplastic treatment options and their caregivers, recruited from a university hospital oncology department, were randomised (1:1) to care as usual or accelerated transition from oncological treatment to home-based specialised palliative care. We assessed caregivers’ symptoms of anxiety and depression with the Symptom Checklist-92 up to six months after randomisation and 19 months into bereavement, and estimated intervention effects in mixed effects models. Results: The ‘Domus’ trial enrolled 258 caregivers. The intervention significantly attenuated increases in caregivers’ symptoms of anxiety overall (estimated difference, −0.12; 95% confidence interval, −0.22 to −0.01, p = 0.0266), and symptoms of depression at eight weeks (−0.17; −0.33 to −0.02; p = 0.0314), six months (−0.27; −0.49 to −0.05; p = 0.0165), and in bereavement at two weeks (−0.28; −0.52 to −0.03; p = 0.0295) and two months (−0.24; −0.48 to −0.01; p = 0.0448). Conclusions: This first RCT evaluating specialised palliative care with dyadic psychological support significantly attenuated caregiver anxiety and depression before and during bereavement. (Clinicaltrials.gov: NCT01885637).