Depression seems to be related to improper functioning of nerve cell networks or pathways that connect the brain areas that process emotional information. Some of these networks also process information for sensing physical pain. So many experts think that depression can make you feel pain differently than other people.
Headaches are fairly common. If you already had migraine headaches, they may seem worse.
Back pain
Muscle aches and joint pain
Chest pain. It can be a sign of serious heart, stomach, lung or other problems. But depression can add to the discomfort.