Chronic pain and depression are frequently co-reported secondary complications following spinal cord injury (SCI) that impact multiple psychosocial domains. This study investigated the contribution of pain intensity, perceived stress, pain coping strategies, pain interference, and social support in depression and sought to identify mediator and moderator effects in the pain-depression relationship among persons with chronic SCI pain. Perceived stress, pain coping strategies, and pain interference were proposed as likely mediators of pain intensity and depression. Different types of social support were proposed as likely moderators of pain intensity and depression. The SCI sample consisted of 60 people with chronic pain who completed measures of pain intensity, perceived stress, pain coping strategies, pain interference, social support, and depression. Demographic and injury-related factors were also examined as confounding variables. Occupational status, positive reframing, behavioral disengagement, self-blame, emotional support, perceived stress, and pain interference were associated with depression, with 7% of variance in depression accounted for by occupational status, 19% of variance in depression accounted for by pain coping strategies (positive reframing, behavioral disengagement, and self-blame), 20% of variance in depression accounted for by perceived stress, and 8% of variance in depression accounted for by pain interference. Based on a stepwise regression procedure, the most parsimonious model consisted of occupational status, self-blame, perceived stress, and pain interference accounting for 48% of variance in depression. No significant relationship was found between pain intensity and depression, thereby eliminating the need for tests of mediation. Among the social support subscales, positive social interaction was found to be the only moderator of pain intensity, with this interaction effect strengthening or weakening pain intensity to influence the severity of depression. Post hoc analyses indicated that perceived stress is a mediator in the relationship between self-blame and depression, as well as emotional support and depression, whereas behavioral disengagement was a mediator of occupational status and positive reframing. Positive social interaction moderated the impact of self-distraction on depression. Findings suggest that mediating and moderating factors for persons with chronic SCI pain are important to consider for clinical practice, theory development and future research.