To determine the efficacy of Duloxetine vs. placebo on pain as determined by change in the Brief Pain Inventory (BPI) from baseline over 8 weeks of treatment

Inclusion Criteria:

• Major Depressive Disorder according to DSM-IV criteria with at least one previous depressive episode in the patient's medical history
• Painful physical symptoms as measured by the Brief Pain Inventory-Short Form

Exclusion Criteria:

• Any anxiety disorder as a primary diagnosis within the past 6 months (including panic disorder, OCD, PTSD, generalized anxiety disorder and social phobia)
• Any diagnosis of bipolar disorder, schizophrenia, or other psychotic disorders