Introduction: Emotional pain and unmet interpersonal needs, i.e., thwarted belongingness and perceived burdensomeness, are associated with increased risk for suicidality. This study examined their daily occurrence and variability among adolescents at both lower and higher risk for suicidality, and whether unmet interpersonal needs predicted daily emotional pain. Method: Fifty-five adolescents with and without major depressive disorder (MDD) completed 10 consecutive daily diaries assessing feelings of burdensomeness, loneliness (as a proxy for thwarted belongingness), and emotional pain. Descriptive analyses examined the occurrence, severity, and variability in these daily experiences. Within-person associations of daily unmet interpersonal needs with emotional pain were examined using multilevel modeling. Results: Adolescents with MDD reported greater occurrence, severity, and variability in day-to-day loneliness, burdensomeness, and emotional pain, compared to adolescents without MDD. Daily unmet interpersonal needs independently and interactively predicted daily emotional pain across both groups, such that greater emotional pain was experienced on days when participants reported greater loneliness and burdensomeness than usual for them. Conclusions: Although adolescents with MDD present with more unmet interpersonal needs and emotional pain, the within-person associations between daily unmet interpersonal needs and emotional pain are similar between adolescents with and without MDD. Daily fluctuations in unmet interpersonal needs and emotional pain over time may represent a potential mechanism via which increasing risk for suicidal ideation is accrued longitudinally.