Persistent and disabling pain is the hallmark of chronic prostatitis/chronic pelvic pain syndrome (CP/CPPS). However, disease severity (as measured by objective indexes such as those that use radiography or serology) is only marginally related to patients' reports of pain severity, and pain-related presentation can differ widely among individuals with CP/CPPS. Increasing evidence in support of the biopsychosocial model of pain suggests that cognitive and emotional processes are crucial contributors to inter-individual differences in the perception and impact of pain. This review describes the growing body of literature relating depression and catastrophizing to the experience of pain and pain-related sequelae in CP/CPPS. Depression and catastrophizing are consistently associated with the reported severity of pain, sensitivity to pain, physical disability, poor treatment outcomes, and inflammatory disease activity and potentially with early mortality. A variety of pathways, from cognitive to behavioral to neurophysiological, seem to mediate these deleterious effects. Collectively, depression and catastrophizing are critically important variables in understanding the experience of pain in patients with CP/CPPS. Pain, depression, and catastrophizing might all be uniquely important therapeutic targets in the multimodal management of a range of such conditions.