Are we a nation in pain? Some 45 million Americans are plagued by headaches. Up to 80 percent of us will have back pain during our lifetimes. Over $4 billion is spent each year on pain medication. And that's just over-the-counter.

However, chronic pain is more than just a physical burden, researchers are finding. It is also a top risk factor for depression, a complicated pattern that has a cyclical "chicken or egg" quality. No one yet knows whether pain causes depression or vice versa—or if the interaction is synergistic.

Nearly 60 percent of depressed patients in a study by Kurt Kroenke, a professor at the Indiana School of Medicine, said they suffered from regular head, neck, abdominal or back pain. Many also suffered from dizziness and shortness of breath. On the flip side, Kroenke found almost a third of patients treated for pain also had depressive episodes. He reported his findings at the annual meeting of the American Psychiatric Association during the spring of 2004.

The common thread may be neurotransmitters—chemical messengers in the body—according to Jon-Kar Zubieta, an associate professor of psychiatry at the University of Michigan. Serotonin and norepinephrine, two neurotransmitters that are well-known regulators of mood, also modulate pain signals. The nerve pathways they control travel up and down the spine, connecting the brain to sensations in the body. Depression and stress seem to stop them from functioning properly, which may account for the twin disorders.

Even though the medical community is recognizing that pain and depression go hand in hand, many physicians fail to see the connection. "It's very simple to ask about depression, but many doctors don't," says Kroenke. He notes that physicians should think of unexplained pain as a marker for depression.

Depression aside, our everyday emotions also affect our perceptions of pain, which is something we have some control over, says Richard Weinstein, a chiropractor in Los Angeles and author of The Stress Effect. "By and large, pain is a psychological experience," he says. Weinstein suggests that people struggling with chronic pain examine negative aspects of their lives that may be making it worse. "People who have a lot of emotional baggage with their physical pain heal really slowly," he says.