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Background: The prevalence of depression among people with chronic pain remains unclear due to the heterogeneity of study samples and definitions of depression. We aimed to identify sources of variation in the prevalence of depression among people with chronic pain and generate clinical prediction models to estimate the probability of depression among individuals with chronic pain. Methods: Participants were from the UK Biobank. The primary outcome was a "lifetime" history of depression. The model's performance was evaluated using discrimination (optimism-corrected C statistic) and calibration (calibration plot). Results: Analyses included 24,405 patients with chronic pain (mean age 64.1 years). Among participants with chronic widespread pain, the prevalence of having a "lifetime" history of depression was 45.7% and varied (25.0–66.7%) depending on patient characteristics. The final clinical prediction model (optimism-corrected C statistic: 0.66; good calibration on the calibration plot) included age, BMI, smoking status, physical activity, socioeconomic status, gender, history of asthma, history of heart failure, and history of peripheral artery disease. Among participants with chronic regional pain, the prevalence of having a "lifetime" history of depression was 30.2% and varied (21.4–70.6%) depending on patient characteristics. The final clinical prediction model (optimism-corrected C statistic: 0.65; good calibration on the calibration plot) included age, gender, nature of pain, smoking status, regular opioid use, history of asthma, pain location that bothers you most, and BMI. Conclusions: There was substantial variability in the prevalence of depression among patients with chronic pain. Clinically relevant factors were selected to develop prediction models. Clinicians can use these models to assess patients' treatment needs. These predictors are convenient to collect during daily practice, making it easy for busy clinicians to use them. [ABSTRACT FROM AUTHOR]