The present study examined the relation between stage of chronicity and treatment response in patients with work-related musculoskeletal conditions and concurrent depressive symptoms. Also of interest was the role of reductions in pain severity, catastrophic thinking and fear of movement/re-injury as mediators of the relation between chronicity and treatment response. A sample of 80 individuals (38 women, 42 men) with a disabling musculoskeletal pain condition and concurrent depressive symptoms participated in the research. Individuals with work absence of less than 6 months (range 12–26 weeks) were classified as early chronic (N = 40), and individuals with work absence greater than 6 months (range 27–52 weeks) were classified as chronic. Both groups were matched on sex, age (±2 years) and severity of depressive symptoms. All participants were enrolled in a 10-week community-based disability management intervention. The early chronic group showed significantly greater reduction in depressive symptoms, and pain symptoms, than the chronic group. Regression analyses revealed that pain reduction, but not catastrophic thinking or fear of movement/re-injury, mediated the relation between chronicity and improvement in depressive symptoms. The results highlight the importance of early detection and treatment of depressive symptoms, given that treatment response decreases over time. The results also suggest that reductions in depressive symptoms might be a precondition to the effective reduction of pain symptoms in this population. Discussion addresses the factors that might contribute to treatment resistance as the period of disability extends over time.