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To assess the relationship between depression and anxiety comorbidity on pain intensity, pain-related disability, and health-related quality of life (HRQL).Analysis of baseline data from the Stepped Care for Affective Disorders and Musculoskeletal Pain (SCAMP) study. All patients (n = 500) had chronic pain (≥3-month duration) of the low back, hip, or knee. Patients with depression were oversampled for the clinical trial component of SCAMP and thus represented 50% of the study population. Patients were categorized according to pain comorbid with depression, anxiety, or both. We used analysis of variance and multivariate analysis of variance models to assess the relationships between independent and dependent variables.Participants had a mean age of 59 years; they were 55% women, 56% White, and 40% Black. Fifty-four percent (n = 271) reported pain only, 20% (n = 98) had pain and depression, 3% (n = 15) had pain and anxiety, and 23% (n = 116) had pain, depression, and anxiety. Patients with pain and both depression and anxiety experienced the greatest pain severity (p < .0001) and pain-related disability (p < .0001). Psychiatric comorbidity was strongly associated with disability days in the past 3 months (p < .0001), with 18.1 days reported by patients with pain only, 32.2 days by those with pain and anxiety, 38.0 days by those with pain and depression, and 42.6 days in those with all three conditions. We found a similar pattern of poorer HRQL (p < .0001) in those with pain, depression, and anxiety.The added morbidity of depression and anxiety with chronic pain is strongly associated with more severe pain, greater disability, and poorer HRQL.