This review highlights recent research findings on the relationship between persistent pain and depression and discusses the implications of these findings for future research in persons who suffer from both pain and depression. First, we briefly discuss advances in theories of pain that underscore the important role that depression can play in the chronic pain experience. Second, we discuss depression in persons suffering from chronic pain from a biopsychosocial perspective that takes into account both biological and psychosocial mechanisms linking pain and depression. Third, we address biomedical, psychosocial, and combined medical-psychosocial approaches to treatment in persons with persistent pain and depression. We conclude by highlighting future directions for research related to screening and diagnosis of depression in persons having persistent pain, treatment of comorbid pain and depression, and individual and subgroup differences in the experience of persistent pain and depression.