Depression and physical pain often go hand in hand, and new research suggests why it's important to recognize and treat both. In a group of 573 patients taking Prozac, Paxil or Zoloft, 24% were still not responding to the antidepressants after three months of treatment. The drugs were most likely to fail those who were in pain at the onset of treatment; the worse the pain, the less the drugs worked. The odds of a poor response were twice as high for patients in moderate pain and three to four times as high for those in severe pain.