Pain is a widespread issue, with 20% of adults (1 in 5) experiencing it globally. A strong association has been demonstrated between pain and mental health conditions, and this association is known to exacerbate disability and impairment. Pain is also known to be strongly related to emotions, which can lead to damaging consequences. As pain is a common reason for people to access health care facilities, electronic health records (EHRs) are a potential source of information on this pain. Mental health EHRs could be particularly beneficial since they can show the overlap of pain with mental health. Most mental health EHRs contain the majority of their information within the free-text sections of the records. However, it is challenging to extract information from free text. Natural language processing (NLP) methods are therefore required to extract this information from the text. This research describes the development of a corpus of manually labeled mentions of pain and pain-related entities from the documents of a mental health EHR database, for use in the development and evaluation of future NLP methods. The EHR database used, Clinical Record Interactive Search, consists of anonymized patient records from The South London and Maudsley National Health Service Foundation Trust in the United Kingdom. The corpus was developed through a process of manual annotation where pain mentions were marked as relevant (ie, referring to physical pain afflicting the patient), negated (ie, indicating absence of pain), or not relevant (ie, referring to pain affecting someone other than the patient, or metaphorical and hypothetical mentions). Relevant mentions were also annotated with additional attributes such as anatomical location affected by pain, pain character, and pain management measures, if mentioned. A total of 5644 annotations were collected from 1985 documents (723 patients). Over 70% (n=4028) of the mentions found within the documents were annotated as relevant, and about half of these mentions also included the anatomical location affected by the pain. The most common pain character was chronic pain, and the most commonly mentioned anatomical location was the chest. Most annotations (n=1857, 33%) were from patients who had a primary diagnosis of mood disorders (International Classification of Diseases-10th edition, chapter F30-39). This research has helped better understand how pain is mentioned within the context of mental health EHRs and provided insight into the kind of information that is typically mentioned around pain in such a data source. In future work, the extracted information will be used to develop and evaluate a machine learning-based NLP application to automatically extract relevant pain information from EHR databases.