Several cognitive-affective constructs, including pain catastrophizing and pain-related anxiety, have been implicated in the onset and progression of chronic pain, and both constructs have been identified as key targets for multidisciplinary pain treatment. Both neuroticism and depression have been linked to these constructs (and to each other), but how each may contribute to the pain experience is unknown. This study tested associations between neuroticism, depression, and indices of catastrophizing and pain-related anxiety among persons seeking treatment for chronic non-malignant pain. We hypothesized, as a higher-order personality trait, neuroticism would remain uniquely associated with both pain catastrophizing and pain-related anxiety, even after accounting for current symptoms of depression. A retrospective study design assessed depression (as measured by the Centers for Epidemiologic Studies-Depression scale), neuroticism (measured with the Neuroticism-Extraversion-Openness Personality Inventory), the Pain Catastrophizing Scale, and the Pain Anxiety Symptom Score in a consecutive series of patients (n=595) admitted to a 3-week outpatient pain treatment program from March 2009 through January 2011. Hierarchical regression indicated that neuroticism was independently associated with greater pain catastrophizing and pain-related anxiety, above-and-beyond the contributions of sociodemographic characteristics, pain severity, and depression. A depression by neuroticism interaction was not observed, suggesting that associations between neuroticism and cognitive-affective pain constructs remained stable across varying levels of current depression. These findings represent an early but important step towards the clarification of complex associations between trait neuroticism, current depression, and tendencies toward catastrophic and anxiety-provoking appraisals of pain among persons seeking treatment for chronic pain.