To estimate the prevalence of anxiety, depression, and sleep problems among caregivers of persons living with neurocognitive disorders (PLWND) during the COVID-19 pandemic in China and investigate whether the COVID-19-related experiences were associated with the presence of anxiety, depression, and sleep problems. From March 1 to 31, 2020, 160 caregivers of PLWND participated in an online cross-sectional survey on the prevalence of anxiety, depression, and sleep problems. The 7-item Generalized Anxiety Disorder Scale (GAD-7) was administered to measure anxiety symptoms, and the 2-item Patient Health Questionnaire (PHQ-2) was used to assess depressive symptoms. Questions on sleep duration and sleep quality enquired about sleep problems. Six items were used to explore the COVID-19-related experiences, including community-level infection contact and the level of exposure to media information. We computed the prevalence rate of anxiety, depressive symptoms, and sleep problems. Univariate and multivariate logistic regression analyses were performed to investigate factors associated with these mental health problems. The prevalence rate of anxiety, depression, and sleep problems were 46.9%, 36.3%, and 9.4%. Approximately 55 participants (34.4%) presented with two or more mental health problems. Women had a higher risk of developing anxiety symptoms (OR, 5.284; 95% CI, 2.068-13.503; = 0.001). Having a mental disorder (OR, 5.104; 95% CI, 1.522-17.114; = 0.008) was associated with an increased risk of depressive symptoms. Caregivers who preferred to access positive information (OR, 0.215; 95% CI, 0.058-0.793; = 0.021) was associated with decreased risk of sleep problems. Anxiety and depressive symptoms were common among caregivers of older adults with dementia or mild cognitive impairment during the COVID-19 pandemic. Being female was an independent risk factor for experiencing anxiety symptoms. Preexisting mental disorders increased the risk of depressive symptoms among caregivers, while caregivers who prefer to access positive media information decreased sleep problems.