PURPOSE: This study evaluated the relationship between pain and depressive symptoms through pain self-efficacy and pain catastrophizing in breast cancer patients with pain. DESIGN: Secondary analysis of a randomized trial investigating a cognitive-behavioral pain management protocol. SAMPLE: Females (N = 327) with stage I-III breast cancer and report of at least moderate pain. METHODS: Pain severity, pain self-efficacy, pain catastrophizing, and depressive symptoms were measured. The proposed model was assessed using structural equation modeling. RESULTS: Higher pain severity was significantly related to lower pain self-efficacy and higher pain catastrophizing. Lower pain self-efficacy and higher pain catastrophizing were significantly related to more depressive symptoms. Higher pain severity was significantly associated with more depressive symptoms through lower pain self-efficacy and higher pain catastrophizing. The association between pain severity and depressive symptoms was not significant when specified as a direct effect. CONCLUSION: Pain severity related to depressive symptoms in breast cancer patients via pain self-efficacy and pain catastrophizing. IMPLICATIONS FOR PSYCHOSOCIAL PROVIDERS: Measurement of pain self-efficacy and pain catastrophizing should be incorporated into comprehensive pain assessments for women with breast cancer, as these variables may be relevant therapeutic targets. Psychosocial symptom management interventions should include strategies that increase pain self-efficacy and decrease pain catastrophizing because these pain-related cognitive variables appear to drive the relationship between pain severity and depressive symptoms.