Depressive Disorder, according to WHO will be one of the most disabling causes in the world. Depression includes psychological and somatic symptoms, like anhedonia or pain, and both have a bidirectional relationship, so that the presence and severity of one of them directly affects the other one, and both leads to a disruption in quality of life and increase health resources. The relationship between major depression and chronic pain has been widely investigated but few studies have focused on other depressive spectrum disorders, and never the possible relationship between pain and anhedonia in DD. Our aim is to analyse the presence of somatic symptoms (especially pain) in patients with DD and its impact on quality of life, and involvement with anhedonia. We analysed the correlation between the scores of the HADS, SSI-28, SHAPS and SF-36 scales. Results showed a significant correlation between SSI-28 and HADS-A(r = 0.45; P < 0.001), HADS-D(r = 0.35; P < 0.001) and with 7 of the 8 domains of SF-36: Bodily Pain(r = –0.62; P < 0.001), General Health(r = –0.29; P = 0.003), Role Physical(r = –0.45; P < 0.001) Mental Health(r = –0.34; P = 0.003), Vitality(r = –0.403; P < 0.001), Social Functioning(r = –0.37; P < 0.001). In addition, SHAPS correlates with 6 of the 8 domains of SF-36: PF(r = –0.33; P = 0.001), GH(r = –0.27; P = 0.006), Vit (r = –0.41; P < 0.001), SF(r = –0.52; P < 0.001), RE(r = –0.24; P < 0.001) and MH(r = –0.49; P < 0.001). The results demonstrate that both anhedonia and somatic symptoms negatively correlate with HRQoL, and that a bidirectional relationship between depression and somatic symptoms is clearly proven, which means that depression may be related with the presence of somatic symptoms, especially pain, and also somatic symptoms lead to an increase of depressive symptoms. This could impact on the diagnosis and treatment of depressed patients with somatic symptoms and anhedonia.