We investigated predictive and concurrent relationships among reported pain, HIV/AIDS illness burden, and substance use history in 2,267 participants in the longitudinal HIV Cost and Services Utilization Study (HCSUS). Substance use history was classified as screening positive for current illicit drug use (N = 253), past drug use (N = 617), and non-user (N = 1397) at baseline. To control for demographic correlates, age, sex and socioeconomic status (SES) were included as predictors. Covariance structure models indicated greater pain at baseline among participants acknowledging current substance use. Pain at baseline was also directly predicted by greater HIV/AIDS illness burden, lower SES, and older age. At 6 months, pain was directly predicted by prior pain, worse concurrent HIV/AIDS illness burden and female sex. At 12 months, pain was predicted by older age, prior pain, and concurrent HIV/AIDS illness. It was also modestly but significantly predicted by current substance use at baseline. In addition to the direct effects on pain, there were significant indirect effects of demographic and drug use variables on pain mediated through HIV/AIDS illness burden and prior pain. There were significant and positive indirect effects of current and past drug use, greater age, and lower SES on pain at all three time periods. Pain at 6 months and pain at 12 months were also indirectly impacted by previous illness burden. Our results indicate that HIV+ persons who screened positive for current use of a range of illicit substances experienced greater HIV/AIDS illness burden which in turn predicted increased pain.