Depression is one of the most severe health issues of the modern medicine. One of the most troublesome symptoms of depression is pain. On the other hand, patients suffering from chronic pain problems are also often subjects of mood or anxiety disorders. There are still very little studies in the field of co-occurrence of these two symptoms and therefore there are no universal standards to deal with such cases. Aim. The aim of this study was to evaluate the relationship between symptoms of depression and pain. Method. The study consisted of 3726 female and 2116 male participants, all patients of Mental Health and Neurological clinics. The mean age of the patients was 47 years. A structured questionnaire was used including data about demographics, Depression, Anxiety, and Pain Severity Scales. Results. The data analysis revealed statistically significant relationship between severity of pain and depression, anxiety as well as suicidal thoughts. The study also revealed a high correlation between severity of mood disorders and the severity of pain. Conclusions. The patients with a long history of pain disorders have also an increase of depression and anxiety symptoms, and suicidal thoughts. Patients with more severe depression and anxiety symptoms have also an increase of pain problems. There is significant relationship between depression and pain symptoms, as well as between pain and suicidal thoughts.