Pain and depression are major reasons for pharmacotherapy, making the relationship between these two complaints important in defining optimal pharmacotherapy for both. Although the association between the two has been documented in the literature, most of the available work only focused on specific disease group or patients with certain type of pain. Whether the association exists for the general population is still an unsettled issue. The goal of this study was to examine the association between pain and depression and explore the some determinants of depression using national representative survey data for the general population in the United States. This work employed data from Medical Expenditure Panel Survey (MEPS) 2009, with people older than 18 were included in the study. Ordered logistic regression and generalized ordered logistic regression were performed while incorporating complex survey features. Estimation results suggested that depression and physical pain were positively associated. In addition, individuals with better perceived health, older age, male gender, higher family income, and employed were less depressed. Divorced or separated marital status was associated with higher depression level. This work fills the gap in the literature by using nationally representative survey data set to examine the association between physical pain and depression. Levels of physical pain and many socioeconomic factors were found significantly associated with depression.