Mood disorders such as depression and anxiety are frequently observed in patients suffering from chronic pain. Over time, different tests and models have been developed in rodents to study the anxiodepressive-like consequences of chronic pain. This review describes these pre-clinical tools (models and tests) used for studying behavioural aspects of the comorbid relationship between chronic pain and anxiety and/or major depressive disorder (MDD). Three major types of chronic pain strongly associated with anxiodepressive-like comorbidity as well as their animal models are presented: neuropathic pain, inflammatory pain and fibromyalgia. After a description of chronic pain animal models and of the tests that allows determining nociceptive responses, this review presents and discusses the various behavioural tests that have been used to assess anxiety and depressive-like behaviours in these models of chronic pain. Finally, this review highlights the progress that remains to be made to homogenize the results in the field of pain-induced mood disorders and summarizes the recent advances achieved through these tests and models.