Objective. To test the bidirectional hypothesis that depressive symptoms influence changes in pain over time, and pain influences changes in depressive symptoms. Methods. A total of 394 patients attending the University of Toronto Psoriatic Arthritis clinic were followed over a mean period of 7.5 years with annual assessments, including number of swollen joints (SJC), Health Assessment Questionnaire (HAQ), and the Medical Outcomes Survey Short Form 36 (SF-36). Linear mixed-effects models were used to examine the cross-and lagged associations between the changes in HAQ pain and in the SF-36 mental component summary (MCS) score, adjusting for SJC and other covariates. Results. The strongest predictors of changes in pain, SJC, and depressive symptoms between visits were scores of the corresponding variables at the previous visit, with standardized regression coefficients exceeding 0.75 in absolute value. There was, however, evidence of a small, but consequential, bidirectional relationship (i.e., standardized regression coefficients <0.3) between depressive symptoms and pain. Both previous MCS scores and change in MCS scores were associated with change in pain between visits; conversely, previous pain scores and change in pain scores were associated with change in depressive symptoms between visits. Conclusion. Even though cross-variable associations between pain and depressive symptoms exist, changes in pain and depressive symptoms appear to be strongly driven by their measurements at the previous visit. To optimize patient outcomes, a clinical approach that assesses and treats clinically significant depressive symptoms, as well as pain, is required.