Most arthritides are associated with pain and psychological distress (clinically significant depression and anxiety). Pain and depression are mutually exacerbating; both may continue even when joint involvement appears well controlled. Area covered: There is strong evidence that arthritis-related stress impacts the central nervous system and, together with peripheral inflammatory changes, can cause central sensitization that can lead to chronic pain and worsening of affective distress. Cytokines and chemokines participate both in joint inflammation and in central sensitization. We review evidence of these relationships in five arthritides, namely rheumatoid arthritis, ankylosing spondylitis, psoriatic arthritis, gout, and in osteoarthritis of the hips and knees. Central sensitization in these conditions results in long-lasting pain and psychological distress. Expert Commentary: Chronic pain and depression are important but often neglected in the clinical assessment and treatment of arthritis. The potential role of biologic cytokines and Janus kinase inhibitors in dealing with these symptoms needs further study.