The aim of the study was to determine whether baseline pain was associated with discernible clinical features and treatment outcomes for patients with major depressive disorder (MDD) receiving 6-week fluoxetine treatment. A total of 131 inpatients with acutely ill MDD were enrolled to receive 20 mg of fluoxetine daily for 6 weeks. Pain was measured by the Short-Form 36 body pain index. Symptom severity, functional impairment, and severity of adverse events were assessed at baseline and again at weeks 1 to 4 and 6 using the 17-item Hamilton Depression Rating Scale, Modified Work and Social Adjustment Scale, and Utvalg for Kliniske Undersogelser Side Effect Rating Scale, respectively. Simple linear regression was employed to examine the clinical variables significantly associated with pain. The generalized estimating equations method was used to analyze the influence of pain on the 17-item Hamilton Depression Rating Scale, Modified Work and Social Adjustment Scale, and Utvalg for Kliniske Undersogelser Side Effect Rating Scale over time. Of the 131 participants, 119 (90.8%) who completed baseline pain measurements and had at least 1 postbaseline assessment were included in the analysis. Patients experiencing greater pain were more likely to have more severe depression, to be at greater risk of suicide, to have functional impairment, to experience stressful life events, and to have poor treatment outcomes. These findings suggest that pain was significantly associated with multiple aspects of patients with MDD. Patients with MDD with higher levels of pain were clinically useful in predicting poor outcomes after acute fluoxetine treatment.