Background: Chronic pain is frequently comorbid with depression in clinical practice. Recently, alterations in gut microbiota and metabolites derived therefrom have been found to potentially contribute to abnormal behaviors and cognitive dysfunction via the "microbiota-gut-brain" axis. Methods: PubMed was searched and we selected relevant studies before October 1, 2019. The search keyword string included "pain OR chronic pain" AND "gut microbiota OR metabolites"; "depression OR depressive disorder" AND "gut microbiota OR metabolites". We also searched the reference lists of key articles manually. Results: This review systematically summarized the recent evidence of gut microbiota and metabolites in chronic pain and depression in animal and human studies. The results showed the pathogenesis and therapeutics of chronic pain and depression might be partially due to gut microbiota dysbiosis. Importantly, bacteria-derived metabolites, including short-chain fatty acids, tryptophan-derived metabolites, and secondary bile acids, offer new insights into the potential linkage between key triggers in gut microbiota and potential mechanisms of depression. Conclusion: Studying gut microbiota and its metabolites has contributed to the understanding of comorbidity of chronic pain and depression. Consequently, modulating dietary structures or supplementation of specific bacteria may be an available strategy for treating chronic pain and depression.