Objective: To determine if a brief, one-on-one pain neuroscience education (PNE) session delivered by a physical therapist (PT) can influence depression. Methods: A convenience sample of patients with persistent low back pain (LBP) (n = 23) attending PT with moderate to severe depression (Patient Health Questionnaire-9 [PHQ-9]) participated in the study. Patients received a standardized, one-on-one 30-minute PNE session by a PT with pre- and post-intervention measures of low back and leg pain (Numeric Pain Rating Scale [NPRS]), pain catastrophization (Pain Catastrophization Scale [PCS]), pain knowledge (Revised Neurophysiology of Pain Questionnaire [rNPQ] and depression (PHQ-9). Results: Immediately following PNE, all measures improved, with low back and leg pain not being significant (pback = 0.345 and pleg = 0.633), while pain catastrophization (p = 0.047), pain knowledge (p = 0.001) and depression (p = 0.004) reaching significant improvements. The PNE session shifted various patients to lower levels of depression, with 21.8% of the patients’ improvement in depression meeting or exceeding the minimal clinical important difference. Conclusion: PNE may be a safe, clinically effective way to help a subgroup of patients attending PT with depression. More studies are needed to further explore the results from this pilot study.