To study the association of musculoskeletal pain with emotional and behavioral problems, especially depressive symptoms in Finnish preadolescents. A structured pain questionnaire was completed by 1756 third- and fifth-grade schoolchildren for identifying children with widespread pain (WSP), children with neck pain (NP), and pain-free controls for the comparative study. There were 124 children with WSP (mean age, 10.7 years), 108 children with NP (mean age, 11.1 years), and 131 controls (mean age, 10.7 years) who completed the Children's Depression Inventory (CDI) and a sleep questionnaire. A blinded clinical examination was done to detect fibromyalgia. For parental evaluation, the Child Behavior Checklist and a sociodemographic questionnaire were used. For teacher evaluation the Teacher Report Form was used. Children with WSP had significantly higher total emotional and behavioral scores than controls, according to child and parent evaluation. A significant difference in the mean total CDI scores was also found between the WSP and NP groups. Children with fibromyalgia had significantly higher CDI scores than the other children with WSP. Musculoskeletal pain, especially fibromyalgia, and depressive symptoms had high comorbidity. Pain and depressive symptoms should be recognized to prevent a chronic pain problem.