OBJECTIVES: To compare resource utilization in depressed patients with and without co-morbid musculoskeletal chronic pain (MSCP) and headache. METHODS: Caremark administrative pharmacy and medical claims data were analyzed in this study over a one-year period. ICD9 CM codes were used to identify participants with depression, MSCP and headache. Outcomes included number of visits and expenditures associated with office visits (MD), emergency room visits (ER), hospitalizations (HOS) using medical claims data, and prescription costs (Rx) using pharmacy claims data. Logistic regression was used to identify the demographic predictors of co-morbid MSCP and headache in patients with depression. Analysis of covariance was used to determine differences in health care use and expenditures, adjusting for age, sex, and marital status. RESULTS: One-year prevalence of MSCP and headache in depressed patients was 18%. Women with depression were 1.7 times more likely to have MSCP or headache than men with depression (p<0.0001). After adjusting for age, sex and marital status, depressed patients with MSCP and headache had significantly more ER visits per year (2.5 vs. 1.6, p<0.0001) and physician visits per year (10.0 vs. 7.0, P <0.0001). Annual ER, MD and Rx expenditures were significantly higher in the depression group with co-morbid MSCP and headache (ER: $2008 vs. $1635, p<0.0001 and MD: $559 vs. $412, p<0.00001 and Rx: $3926 vs. $3111, p<0.0001) CONCLUSION: Depressed patients with co-morbid MSCP and headache utilize more health care resources and incur higher healthcare expenditures. Treating depression and pain in combination could improve financial and clinical outcomes.