A cross-sectional study examined how race and sex affect associations among osteoarthritis (OA) pain, disability, and depression in 363 older adults with diagnosed knee OA. African American (Black; N = 94) and non-Hispanic White (White; N = 269) men and women self-reported pain, disability, depressive symptoms, arthritis history, general health, and demographic information. Women experienced greater pain and marginally greater disability than men; African Americans reported greater disability and marginally greater pain than non-Hispanic Whites. These effects varied with education, health, and arthritis history. In ordinary least squares regression analyses, race and pain independently predicted depression. Significant interactions of race, sex, and disability were driven by a lack of relationship between depression and disability among African American men. Race and sex influence affective response to OA pain and disability in complex ways, with African American men showing paradoxical effects. Further research is needed to elucidate mechanisms of this moderation effect. © The Author(s) 2012