In the United States, mortality due to alcohol, opioid overdose, and suicide has increased dramatically in the last decades. These deaths of despair have been the focus of recent and fast-growing literature. Yet little is known about the factors that are involved in despair. This article moves this area of research forward by highlighting the role that physical pain plays in the deaths of despair. This piece critically analyses the link between physical pain, the psychological states that precede pain, and the premature mortality that follows physical pain as well as the bidirectional relationships among these aspects.