Acute pain has a protective function, it serves as a warning and teaches us to avoid harmful events in the future. Chronic pain does not have a protective role and it causes suffering and anxiety. Chronic pain affects 20% of European populations and 30% of the US population. Chronic pain can be a result of specific somatic illness, it may occur as part of a psychosomatic disease or as a result of somatization. Chronic pain syndromes and depression are interwoven and in both syndromes we find same changes in the central nervous system. Depression is the most common mood disorder that occurs as a comorbidity of chronic pain. Up to 40 to 60% of patients with chronic pain suffer from depression. If they are not recognized as comorbidity, deterioration of both syndromes occurs. There are several models trying to explain the connection between depression and chronic pain, in this paper pathophysiological, cognitive-behavioral and psychodynamic models are explained. There are various assumptions about the temporal relationship of chronic pain and depression. It is not expected that the same model will be able to explain this relationship in all cases. But there seems to be a psychopathological vulnerability that is aggravated by pain, and reciprocally psychopathology increases the painful experience. Treatment of patients with chronic pain syndrome is multidisciplinary. With pharmacological therapy, it is also advisable to use non-pharmacological methods to increase the effectiveness of the overall therapy and to overcome side effects, abuse, and drug dependence.