Numerous studies report that fibromyalgia (FM), a syndrome characterized by widespread pain and generalized tender points, is comorbid with major depressive disorder (MDD). The current study tests two alternate explanations for their comorbidity using a family study methodology. The first is that FM is a depression spectrum disorder. The second is that depression is a consequence of living with FM. We recruited potential probands by initially screening by telephone for FM and MDD among women in the NY/NJ metropolitan area, randomly selecting telephone numbers from a list of households with women. Eligible women were invited for second stage physical examinations for FM diagnosis and psychiatric interviews for MDD diagnosis. All available adult, first-degree relatives received psychiatric interviews. Relatives of probands were divided into four groups on the basis of the probands' FM and MDD diagnoses (FM+/MDD+ (n = 156), FM+/MDD- (n = 51), FM-/MDD+ (n = 351) and FM-/MDD- (n = 101)). Results indicated that rates of MDD in the relatives of probands with FM but without personal histories of MDD were virtually identical to rates of MDD in relatives of probands with MDD themselves. This outcome is consistent with the hypothesis that FM is a depression spectrum disorder, in which FM and MDD are characterized by shared, familially mediated risk factors. The implications of these findings for a stress-vulnerability model of FM are discussed.