In this study, we examined the overlap between pain and depression in a sample of 342 chronic pain patients treated at a specialty pain clinic. Confirmatory factor analysis was conducted to test the differentiation of pain and depression measured as latent factors derived from the subscales of the Short Form McGill Pain Questionnaire and the Center for Epidemiological Studies Depression Scale. The affective pain subscale did not load on latent depression and the somatic depression subscale loaded weakly on latent pain. Although pain and depression are linked, we found that affective pain is distinct from depression, and that somatic depression is distinct from pain. This finding justifies further examination of the casual relationship between pain and depression.