This study examined how a previous episode of depression is related to daily pain and reactions to pain among individuals with fibromyalgia, a chronic pain syndrome. Seventy-one women with fibromyalgia (including 30 who were previously depressed) rated their pain and mood 3 times daily for 30 days. Each night, participants rated the extent to which they responded to pain by catastrophizing, how much control they had over that day's pain, their ways of coping with pain that day, and the effectiveness of their coping efforts. Multivariate multilevel regression models revealed that after controlling for neuroticism and current depressive symptoms, formerly depressed and never-depressed individuals differed in how they coped with increased pain and in how they appraised the efficacy of their coping efforts. Formerly depressed participants who also reported more current depressive symptoms showed a greater decline in pleasant mood on more painful days than did formerly depressed participants who were experiencing fewer current depressive symptoms. These findings illustrate how a history of depression can be captured in the dynamics of daily life.