This study investigated the prevalence of pain, depressive symptoms, and their co-occurrence in Norwegian adolescents. Additionally, we investigated if perceived achievement pressure and coping with pressure were associated with pain, depressive symptoms and co-occurrent pain and depressive symptoms. Cross-sectional data from the Norwegian Ungdata Survey (2017-2019) were analysed. Adolescents from across Norway completed an electronic questionnaire including questions on perceived achievement pressure, coping with pressure, pain, and depressive symptoms. Descriptive statistics presented prevalence rates, and multinominal regression reported in relative risk ratios (RR) was employed to estimate associations, adjusted for gender (boys/girls), school level, and socioeconomic status. The analyses included 209,826 adolescents. The prevalence of pain was 33%, 3% for depressive symptoms, and 14% reported co-occurring pain and depressive symptoms. The prevalence of co-occurring symptoms was higher in girls (22%) than boys (6%). Significant associations were found between perceived achievement pressure and pain (RR 1.11, 95% CI 1.10-1.11), depressive symptoms (RR 1.27, 95% CI 1.27-1.28), and co-occurring symptoms (RR 1.34, 95% CI 1.33-1.34). Struggling to cope with pressure was associated with pain (RR 2.67 95% CI 2.53-2.81), depressive symptoms (RR 16.68, 95% CI 15.60-17.83), and co-occurring symptoms (RR 27.95, 95% CI 26.64-29.33). The prevalence of co-occurring pain and depressive symptoms is high among Norwegian adolescents. Perceived achievement pressure and struggling to cope with pressure were associated with isolated and, more strongly, co-occurring pain and depressive symptoms. Enhancing adolescents' ability to cope with pressure could be a crucial target in treating pain and depressive symptoms.