This retrospective study investigated the influence of psychiatric comorbidity on pain perception and coping with pain in tertiary pain clinic patients, 427 treated for chronic low back pain (CLBP) and 629 for other forms of chronic pain (CG). No differences in psychosomatic dimensions were found between the two groups, but Italian Pain Questionnaire dimensions and intensity scores (t = 7.35; p < 0.0001) were higher in CLBP than in CG subjects. According to the Mini-International Neuropsychiatric Interview, CLBP patients also had a higher prevalence of lifetime major depressive episodes (χ2 = 4.96; p < 0.05), dysthymic disorder (χ2 = 4.64; p < 0.05), suicide risk (χ2 = 10.43; p < 0.01), and agoraphobia (χ2 = 6.31; p < 0.05) than CG patients did. The Multidimensional Pain Inventory showed a close association between CLBP and both agoraphobia (χ2 = 3.74; p < 0.05) and dysfunctional coping style (χ2 = 8.25; p < 0.01), which increased disability. Both agoraphobia and lifetime depression were associated with an overall increase in dimensions and pain intensity in CLBP, but not in CG.