Pain and depression interact with each other in middle-aged and older people, causing physical and psychological harm. However, the inter-relationship between pain and depressive symptoms has not been fully investigated, especially with a lack of nationwide studies focusing on middle-aged and older people. To fill the gap, we used a network analysis of 14,743 participants in the China Health and Retirement Longitudinal Study (CHARLS) 2020. We found that “felt depressed” was identified as the strongest central symptom, and “sleep was restless”, “everything was an effort”, and “bothered by things” in the depressive symptom community were identified as main bridge symptoms. According to the results, “felt depressed” had the most impact on other symptoms, together with “sleep was restless”, “everything was an effort”, and “bothered by things” can be considered as potential intervention targets for middle-aged and older people who are at risk for or suffer from pain and depressive symptoms.