Because depression and painful symptoms commonly occur together, we conducted a literature review to determine the prevalence of both conditions and the effects of comorbidity on diagnosis, clinical outcomes, and treatment. The prevalences of pain in depressed cohorts and depression in pain cohorts are higher than when these conditions are individually examined. The presence of pain negatively affects the recognition and treatment of depression. When pain is moderate to severe, impairs function, and/or is refractory to treatment, it is associated with more depressive symptoms and worse depression outcomes (eg, lower quality of life, decreased work function, and increased health care utilization). Similarly, depression in patients with pain is associated with more pain complaints and greater impairment. Depression and pain share biological pathways and neurotransmitters, which has implications for the treatment of both concurrently. A model that incorporates assessment and treatment of depression and pain simultaneously is necessary for improved outcomes.