Depression and pain are two of the most debilitating disorders worldwide and have an estimated cooccurrence of up to 80%. Comorbidity of these disorders is more difficult to treat, associated with significant disability and impaired health-related quality of life than either condition alone, resulting in enormous social and economic cost. Several neural substrates have been identified as potential mediators in the association between depression and pain, including neuroanatomical reorganization, monoamine and neurotrophin depletion, dysregulation of the hypothalamo-pituitary-adrenal axis, and neuroinflammation. However, the past decade has seen mounting evidence supporting a role for the endogenous cannabinoid (endocannabinoid) system in affective and nociceptive processing, and thus, alterations in this system may play a key role in reciprocal interactions between depression and pain. This review will provide an overview of the preclinical evidence supporting an interaction between depression and pain and the evidence supporting a role for the endocannabinoid system in this interaction.