Objective: This study investigated whether painful physical symptoms (PPSs) influenced quality of life (QoL) when adjusting for severity of depression., Methods: Severity of depression, QoL and PPSs were assessed at baseline and 3 months among the Chinese cohort (n = 300) of a 3-month observational study of major depressive disorder (MDD) in East Asia. The presence of PPS was defined as 'a mean score of ≥2 on the Somatic Symptom Inventory pain-related items'. Regression analyses determined predictors of QoL at 3 months, adjusting for age, sex, depressive symptoms, overall severity and QoL at baseline., Results: PPSs were present (PPS+) at baseline in 35.3% of patients. Over 3 months, in the whole sample, EuroQoL visual analogue scale (EQ-VAS) score improved from 45.5 (standard deviation [SD]: 20.9) to 81 (SD: 16.7), and EuroQoL 5-Dimension Questionnaire (EQ-5D) score improved from 0.52 (SD: 0.31) to 0.89 (0.16). At 3 months, mean EQ-VAS was 75.9 (SD: 17.7) for PPS+ versus 83.7 (SD: 15.6) for PPS-, and mean EQ-5D was 0.83 (SD: 0.17) versus 0.92 (SD: 0.14). PPS+ at baseline was a significant predictor of QoL at 3 months after adjusting for socio-demographic and baseline clinical variables., Conclusions: PPSs were associated with less improvement in QoL in patients receiving treatment for MDD, independent of severity of depression.