The correlation and comorbidity between depression and chronic pain have been observed for a long time. Generally, it is considered that the two conditions reinforce each other, whereas the causal relationship between them is not clear. However, some evidence suggested that chronic pain may reverse the progression of depression in some cases. This article presents a selective review of clinical and pharmacological relationship between depression and pain, and their interactions at neurochemical and neurobiological levels. In addition, we open a discussion on a recent case report of repeated success of using short but continuous pain (SCP) during meditation as the only treatment for depression, compared to initial success but no remission with other conventional antidepressants on the same patient. Together this review proposes an updated model for depression and its various treatments that is based on synaptic and system homeostasis. More importantly, it suggests that SCP may benefit depression recovery through its properties that are different from either acute or chronic pain and represents a novel research area that has been largely neglected to date.