Major depressive disorder (MDD) and anxiety disorders such as generalized anxiety disorder (GAD) are often accompanied by chronic painful symptoms. Examples of such symptoms are backache, headache, gastrointestinal pain, and joint pain. In addition, pain generally not associated with major depression or an anxiety disorder, such as peripheral neuropathic pain (e.g., diabetic neuropathy and postherpetic neuralgia), cancer pain, and fibromyalgia, can be challenging for primary care providers to treat. Antidepressants that block reuptake of both serotonin and norepinephrine, such as the tricyclic antidepressants (e.g., amitriptyline), have been used to treat pain syndromes in patients with or without comorbid MDD or GAD. Venlafaxine, a serotonin and norepinephrine reuptake inhibitor, has been safe and effective in animal models, healthy human volunteers, and patients for treatment of various pain syndromes. The use of venlafaxine for treatment of pain associated with MDD or GAD, neuropathic pain, headache, fibromyalgia, and postmastectomy pain syndrome is reviewed. Currently, no antidepressants, including venlafaxine, are approved for the treatment of chronic pain syndromes. Additional randomized, controlled trials are necessary to fully elucidate the role of venlafaxine in the treatment of chronic pain.