It is known that there is a strong relationship between chronic pain and depression, and both of these diseases can intensify each other. In addition to mental illnesses, there are also a number of somatic symptoms, including pain. While pain, especially chronic, is always associated with mental suffering, which can aggravate the symptoms of depression. Proper and timely identification of coexistence of these conditions allows for effective and safe pharmacotherapy.This article reviews the literature on the coexistence of chronic pain and depressive disorders. The common mechanisms of both these diseases and the frequency of their coexistence have been described. The results of studies on the problem of treatment of patients with chronic pain with concomitant depression and patients with depression declaring pain are presented. The role of tramadol and buprenorphine in relieving symptoms of depression, including severe and refractory to traditional treatment, has also been described.