Painful physical symptoms (PPS) are common in patients with depression. Our objective was to evaluate the presence of PPS in a sample of SSRI non- or partial-responders with MDD and examine the effect of a switch to duloxetine on those PPS. Outpatients who met criteria for MDD despite having taken an SSRI antidepressant for at least 6 weeks, and who had a Hamilton depression rating scale total score of at least 15 and a clinical global impression of severity score of at least 3, were randomized to switch to duloxetine by either a direct switch or a start-taper switch method. PPS were assessed at baseline and at the study endpoint using various measures including six visual analog scales (VAS) for pain (overall pain, headache, back pain, shoulder pain, interference with daily activities, and time in pain while awake), the pain subscale of the symptom questionnaire-somatic subscale, and the bodily pain subscale of the short form-36 item health survey. Clinically significant levels of pain (mean baseline VAS scores >30 mm) were seen across all VAS pain measures prior to switching. Switch to duloxetine was associated with significant improvements on all pain measures regardless of switch method, and there was evidence for an earlier reduction in pain in the start-taper switch group. In summary, MDD patients who were non- or partial-responders to SSRI treatment were found to have clinically significant pain which improved significantly following switch to duloxetine regardless of the switch method utilized.