AbstractWe derive an analytic expression for the distribution of velocities of multiple interacting active particles which we test by numerical simulations. In clear contrast with equilibrium we find that the velocities are coupled to positions. Our model shows that, even for two particles only, the individual velocities display a variance depending on the interparticle separation and the emergence of correlations between the velocities of the particles. When considering systems composed of many particles we find an analytic expression connecting the overall velocity variance to density, at the mean-field level, and to the pair distribution function valid in the limit of small noise correlation times. Finally we discuss the intriguing analogies and main differences between our effective free energy functional and the theoretical scenario proposed so far for phase-separating active particles.