Non-cardiac chest pain (NCCP) is a common and distressing condition. Prior studies suggest that psychotropic medication or pain coping skills training (CST) may benefit NCCP patients. To our knowledge, no clinical trials have examined the separate and combined effects of CST and psychotropic medication in the management of NCCP. This randomized clinical trial examined the separate and combined effects of CST and antidepressant medication (sertraline) in participants with non-cardiac chest pain. A sample of individuals diagnosed with NCCP was randomly assigned to one of four treatments: (1) CST plus sertraline (CST+sertraline), (2) CST plus placebo (CST+placebo), (3) sertraline alone, or (4) placebo alone. Assessments of pain intensity, pain unpleasantness, anxiety, pain catastrophizing, depression, and physical disability were collected prior to treatment, and at 10- and 34-weeks following randomization. Data analyses revealed that CST and sertraline either alone or in combination significantly reduced pain intensity and pain unpleasantness. The combination of CST plus sertraline may have the greatest promise in that, when compared to placebo alone, it not only significantly reduced pain but also pain catastrophizing and anxiety. Overall, these findings support the importance of further research on the effects of CST and sertraline for non-cardiac chest pain.