The experience of pain is subjective, yet many people have their pain invalidated or not believed. Pain invalidation is associated with poor mental health, including depression and lower well-being. Qualitative investigations of invalidating experiences identify themes of depression, but also social withdrawal, self-criticism, and lower self-worth, all of which are core components of shame. Despite this, no studies have quantitatively assessed the interrelationship between pain invalidation, shame, and depression. To explore this relationship, participants recounted the frequency of experienced pain invalidation from family, friends, and medical professionals, as well as their feelings of internalized shame and depressive symptoms. As shame has been shown to be a precursor for depression, we further explored the role of shame as a mediator between pain invalidation and depressive symptoms. All sources of pain invalidation were positively associated with shame and depressive symptoms, and shame fully mediated the relationship between each source of pain invalidation and depression. Relative to other sources, pain invalidation from family was most closely tied to shame and depression. Overall, findings indicate that one mechanism by which pain invalidation may facilitate depression is via the experience of shame. Future research may explore shame as a potential upstream precursor to depression in the context of pain. Findings provide more insight into the harmful influence of pain invalidation on mental health and highlight the impact of interpersonal treatment on the experiences of people in pain.