Chronic pain is highly prevalent among soldiers leading to costly impacts on disability and readiness. Depression and anxiety (D&A) are frequently comorbid with chronic pain, but previous studies tend to focus on reporting the odds of co-occurrence. The aim of this study was to examine the association of properly diagnosed D&A disorders on chronic pain indicators among active duty soldiers. Data were drawn from the intake assessments of 203 soldiers seen at an Interdisciplinary Pain Management Center. The Diagnostic and Statistical Manual of Mental Disorders-5 diagnostic criteria and the D&A subscales of the Patient Health Questionnaire were used to identify patients who met criteria for clinical depression or anxiety. Of the 203 patients, 129 met neither depression nor anxiety criteria (No D&A), 12 met clinical depression criteria only, 16 met clinical anxiety only, and 46 showed coexisting D&A disorders. The D&A and No D&A groups were compared using validated measures to assess the pain intensity rating and pain effect on well-being, physical functioning, and catastrophizing tendency. Data were analyzed using descriptive statistics and independent samples t-test analyses. Significant differences were found between the D&A and No D&A groups on all pain-related measures (all Ps < .001). Patients in the D&A group reported higher average intensity of pain (6.11 versus 5.05) and greater effect of pain on activity (6.91 versus 5.37), sleep (7.20 versus 4.90), emotional state (7.74 versus 4.47), and stress (8.13 versus 4.78). Depression and anxiety patients also reported higher pain-catastrophizing tendency (38.56 versus 18.50) and greater physical disability (18.20 versus 12.22). Soldiers who have chronic pain with coexisting D&A disorders experience a greater degree of perceived negative impacts. Consequently, attentiveness to proper diagnosis and treatment of coexisting clinical mood disorders is an essential step in fully addressing chronic pain management.