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Pain often co-occurs with depression and anxiety, and together cause considerable social and economic burden. Twin studies have investigated the aetiology of these covariations. However, to our knowledge, no systematic review examining the covariation between these conditions has been conducted. We searched the Cochrane Database of Systematic Reviews, EMBASE, MEDLINE, and PsychInfo for twin studies examining the covariation between pain with depression and/or anxiety published from inception to May 16, 2019. Included studies reported: original data on twin samples using the classical twin or co-twin control designs; investigated the association between pain and depression and/or anxiety; were published in peer-reviewed journals; used validated measures; included ≥100 twin pairs. Of 359 retrieved articles, 23 met our inclusion criteria. Most studies found that the covariation of pain with …