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Pain and frailty are both prevalent and have severe health impacts among older adults. We conducted a cross-sectional observational study to examine the association between pain and frailty, and depression as a mediator and its interaction with pain on frailty among 1788 Chinese community-dwelling older adults. Physical frailty, pain intensity, and depressive symptoms were assessed using the Frailty Phenotype, the Faces Pain Scale-revised, and the 5-item Geriatric Depression Scale, respectively. We found that both pain (odds ratio [OR] = 1.61; 95% confidence interval [CI]: 1.32-1.97) and depressive symptoms (OR = 4.67; 95% CI: 3.36-6.50) were positively associated with physical frailty (OR = 1.61; 95% CI: 1.32-1.97), and depressive symptoms were associated with pain (OR = 1.94; 95% CI: 1.15-3.39), attenuating the association between pain and physical frailty by 56.1%. Furthermore, older adults with both pain and depressive symptoms (OR = 8.13; 95% CI: 5.27-12.53) had a higher risk of physical frailty than those with pain (OR = 1.41; 95% CI: 1.14-1.76) or depressive symptoms (OR = 3.63; 95% CI: 2.25-5.85) alone. The relative excess risk of interaction, the attributable proportion due to interaction, and the synergy index (S) were 4.08, 0.50, and 2.34, respectively. These findings suggest that the positive association of pain with frailty is persistent and partially mediated by depression, and comorbid depression and pain have an additive interaction on physical frailty. It has an implication of multidisciplinary care for frail older adults with pain.