Depressive disorders and pain syndromes are very common in the experience of cancer patients and may be experienced simultaneously. There is an intuitive association between cancer pain and cancer depression, both of which are multidimensional entities. Research has suggested, but not conclusively proven a cause-effect relationship. Suicidal ideation is a common concern in cancer patients with severe depression or pain. Antidepressant therapy is a mainstay of management of depression. That some antidepressants have use in the management of cancer pain may influence choice of drug selection in depressed patients. Antidepressant side effects and the patient's drug history are relevant variables. Because antidepressants that are effective as coanalgesics may not be tolerated at doses effective for depression, the clinician must be familiar with newer classes of antidepressants and psychostimulants. Combination drug therapy may be required. Psychotherapy also is common to the treatment of cancer pain and depression. With or without the intervention of pain and mental health specialists, ongoing supportive therapy from the primary clinician is essential.