This study examined the association between history of depression and day-to-day coping with rheumatoid arthritis (RA) pain. The sample was 188 RA-diagnosed participants, 73 of whom were identified by a structured clinical interview as having a history of major depression. None had current major depression. All participated in a 30-day prospective study in which they made end-of-day ratings of their arthritis pain, the strategies for how they coped with their pain, their appraisals of daily pain, and daily mood. Hierarchical linear models evaluated whether individuals with and without depression history differed in their average pain and the other daily measures; and separately, whether they differed in their within-person associations between pain and the daily measures (e.g., the day-to-day contingency between pain and mood). All analyses controlled for current mild depressive symptoms, neuroticism, and age. Previously depressed individuals were indistinguishable from their never depressed peers in their average pain and the other daily measures; however, the previously depressed exhibited significantly stronger associations between pain and several aspects of their daily emotional experience, suggesting more pain-contingent well-being. For individuals with a history of depression, increases in daily pain corresponded with more frequent efforts to cope with their pain by venting their emotions, significantly stronger impairments in mood, and, if they were also presently distressed, reduced perceptions of control over their pain, compared to the never depressed. Patterns suggest that formerly depressed individuals exhibit a hidden vulnerability in how they manage chronic pain. This vulnerability is best revealed by a daily process approach.