Pain is a presenting complaint in nearly 20% of all primary care visits in the United States, accounting for more than 100 million clinic visits annually. Pain costs the U.S. over $100 billion each year in health care and lost productivity. Two-thirds of pain-related health care visits are related to musculoskeletal pain with the low back, hip and knee being the most common sites. Studies have consistently shown that at least one-third of patients with pain suffer from concomitant depression, and that comorbid pain and depression have reciprocal adverse effects on both symptom-specific (i.e., pain and depression reduction) as well as health-related quality of life (HRQL) outcomes. What is not established is whether treatment strategies shown to improve outcomes for depression in primary care are effective in patients with comorbid pain and depression. Therefore, we propose to conduct the Stepped Care for Affective disorders and Musculoskeletal Pain (SCAMP) study, designed as a randomized clinical trial nested within a prospective cohort study. SCAMP will enroll 500 patients with musculoskeletal pain of the low back, hip or knee. Of these, half will have clinically significant depression and half will be nondepressed. The 250 depressed patients will be randomized to either stepped care or usual care. The stepped care group will receive 12 weeks of guideline concordant antidepressant treatment (step 1) administered by a Depression Pain Clinical Specialist (DPCS) nurse case manager. Patients not achieving adequate pain or global improvement after 12 weeks will receive a series of 6 manualized, evidence-based pain self-management sessions (step 2) from the DPCS. The 250 depressed patients in the trial will undergo comprehensive outcome assessment at baseline, 1, 3, 6 and 12 months by interviewers blinded to treatment group, and the 250 nondepressed patients in the cohort will undergo a similar assessment at baseline, 3 and 12 months. Our principal aim is to test whether stepped care is more effective than usual care in improving the co-primary outcomes of depression and pain. Secondarily, we will test the intervention's impact on HRQL, pain beliefs and behaviors, and health care costs. Longitudinal assessment of the nondepressed cohort will establish the frequency and risk factors for incident depression.