This cross-sectional study aimed to determine the prevalence and impact of depression on health care costs in patients with complex chronic pain. The sample included 1204 patients attending a tertiary pain management service for people with chronic disabling pain, unresponsive to medical treatment. As part of routine care, patients completed a web-based questionnaire assessing mental and physical health, functioning, and service use in the preceding 3 months. Depression was assessed using the 9-item Patient Health Questionnaire. Self-report health care utilisation was measured across 4 domains: general practitioner contacts, contacts with secondary/tertiary care doctors, accident and emergency department visits, and days hospitalised. The participation rate was 89%. Seven hundred and thirty-two patients (60.8%; 95% CI 58.0-63.6) met criteria for probable depression, and 407 (33.8%) met the threshold for severe depression. Patients with depression were more likely to be unable to work because of ill health and reported greater work absence, greater pain-related interference with functioning, lower pain acceptance, and more generalised pain. Mean total health care costs per 3-month period were £731 (95% CI £646-£817) for patients with depression, compared with £448 (95% CI £366-£530) for patients without depression. A positive association between severe depression and total health care costs persisted after controlling for key demographic, functional, and clinical covariates using multiple linear regression models. These findings reveal the extent, severity, and impact of depression in patients with chronic pain and make evident a need for action. Effective treatment of depression may improve patient health and functioning and reduce the burden of chronic pain on health care services.