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The mechanisms of the chronic pain and depression comorbidity have gained significant attention in recent years. The complement system, widely involved in central nervous system diseases and mediating non-specific immune mechanisms in the body, remains incompletely understood in its involvement in the comorbidity mechanisms of chronic pain and depression. This review aims to consolidate the findings from recent studies on the complement system in chronic pain and depression, proposing that it may serve as a promising shared therapeutic target for both conditions. Complement proteins C1q, C3, C5, as well as their cleavage products C3a and C5a, along with the associated receptors C3aR, CR3, and C5aR, are believed to have significant implications in the comorbid mechanism. The primary potential mechanisms encompass the involvement of the complement cascade C1q/C3-CR3 in the activation of microglia and synaptic pruning in the amygdala and hippocampus, the role of complement cascade C3/C3a-C3aR in the interaction between astrocytes and microglia, leading to synaptic pruning, and the C3a-C3aR axis and C5a-C5aR axis to trigger inflammation within the central nervous system. We focus on studies on the role of the complement system in the comorbid mechanisms of chronic pain and depression.