The aim of the present study was to assess the potential role of some biological, psychological, and social factors to predict the presence of painful temporomandibular disorders (TMDs) in a TMD-patient population. The study sample consisted of 109 consecutive adult patients (81.7% females; mean age 33.2 ± 14.7 years) who were split into two groups based on Research Diagnostic Criteria for Temporomandibular Disorders (RDC/TMD) diagnoses: painful TMD and non-painful TMD. The presence of pain was adopted as the depended variable to be identified by the following independent variables (i.e., predictors): age, gender, bruxism, tooth wear, chewing gum, nail biting, perceived stress level, chronic pain-related impairment (GCPS), depression (DEP), and somatization (SOM). Single-variable logistic regression analysis showed a significant relationship between TMD pain and DEP with an odds ratio of 2.9. Building up a multiple variable model did not contribute to increase the predictive value of a TMD pain model related to the presence of depression. Findings from the present study supported the existence of a relationship between pain and depression in painful TMD patients. In the future, study designs should be improved by the adoption of the best available assessment approaches for each factor.