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Heart failure (HF) is a costly and growing health problem that is routinely complicated by chronic pain and depression. The purpose of this paper is to describe the characteristics of pain and pain management in depressed HF patients. In this descriptive cross-sectional study, we analyzed data from 62 participants with depression and class II-IV HF. Study variables of interest were collected from the Brief Pain Inventory, Beck Depression Inventory, and Rand-36. Almost all participants (98%) had some pain in the past month and most had pain in the last 24 hours (66%). The median pain score was 4 (0–10 scale) with the majority reporting moderate to severe pain. The median pain interference score was 4.42 (0–10 scale) with the majority reporting moderate to extreme interference. Medication to treat pain was used by all participants who reported pain, with only 5% also using nonpharmacologic treatment. The majority of participants reported moderate or severe pain while also having moderate to extreme pain interference. Nonpharmacologic pain treatments were severely underused. Women were more likely to have higher levels of pain intensity and more pain interference than men, suggesting that additional screening for the impact of pain is especially important in women. The wide variety of body areas affected, along with moderate to high intensity pain and considerable interference scores reported, indicate that pain was ineffectively treated. Nonpharmacologic treatments should be considered to decrease the impact of pain.