Although considerable attention has recently been devoted to explaining why depression is a frequent concomitant of chronic pain, little empirical work has been conducted to test predictions based on these models. The present study was designed to test a cognitive-behavioral mediation model of pain and depression that proposes perceived reduction in instrumental activities along with a decline in perceptions of control and personal mastery are necessary prerequisites for the development of depressive symptomatology in pain patients. According to this model, in contrast to alternative models, the presence of pain is not sufficient condition for the subsequent development of depression. This model was tested and confirmed through the application of structural modeling with latent variables. Specifically, the direct link between pain and depression was found to be non-significant, however, measures of perceived life interference and self-control were found to be significant intervening variables between pain and depression. These results provide the first empirical demonstration that psychological mediators may be involved in the development of depression secondary to chronic pain. The findings of this study are contrasted with single-factor models that postulate both chronic pain and depression as resulting from a common cause.