Previous studies have demonstrated that cognitive distortion is associated with increased levels of self-reported depression among chronic pain patients, suggesting that cognitive models of depression might be useful in this context. However, reliance on self-reports of depression hampers generalization of these results to clinically significant depressive disorders. To address this problem, we examined the association between depression diagnosed according to the Diagnostic and Statistical Manual of Mental Disorders. Third Edition, Revised (DSM-III-R;American Psychiatric Association, 1987) (i.e., major depression and dysthymia) and scores on the Cognitive Errors Questionnaire (CEQ). Depressed chronic pain patients and depressed nonpain patients reported more cognitive distortion than did nondepressed pain patients and normal controls. These results support the relevance of cognitive theory in the explication of clinically significant depression among chronic pain patients.