Chronic pain caused physical suffering and had a great impact on psychological aspect in patients. Severely, patients with chronic pain induced depressive disorder. Clinical studies have consistently shown that chronic pain and depression frequently co-occur, suggesting the possibility of shared pathogenic mechanisms underlying these conditions. Acupuncture, as an alternative therapy, has been widely used for analgesia and antidepressant treatment and acquired significant clinical efficacy. The mechanism of acupuncture in the treatment is related to neural and endocrine regulation. It was formulated that the mechanism of patients with chronic pain also were accompanied by depression and brain regions and neural circuits in acupuncture treatment. In short, this review provides a new sight for the treatment of depression caused by chronic pain.