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A study was conducted to examine the role of pain episodes and the role of active and passive pain coping strategies in predicting depression in 287 patients with rheumatoid arthritis (RA). The independent effects of pain and pain coping strategies, as well as the interaction effects between pain and pain coping strategies on depression, were evaluated cross-sectionally and prospectively over a 6-month interval. The cross-sectional findings revealed that pain, passive coping, and the interaction between pain and passive coping contributed independent variance, all accounting for higher depression. Of principal interest was the finding that the frequent use of passive pain coping strategies in the face of high pain contributed to the most severe level of depression over time. These results were obtained after controlling for the potentially confounding effects of prior depression, functional disability, and medication status. These data imply that there may be a potential benefit of developing techniques to reduce the use of passive pain coping strategies to deal with chronic arthritis pain in cognitive-behavioral pain management programs.