Background Conflicting data regarding the efficacy of antidepressants of different mechanism of action on unexplained painful physical symptoms (UPPS) in depression have been published so far. Objective The aim of this study was to compare the impact of escitalopram (ESC), nortriptyline (NOR), and venlafaxine (VEN) on UPPS in patients with major depression. Materials and methods Sixty patients, participants in the GENDEP study, with a diagnosis of depression according to the ICD-10 criteria were randomly assigned to treatment with ESC (10-30mg, mean dose 15.2, standard deviation [SD]9.2) or NOR (50-150mg, mean dose 106.2, SD8.2). Additionally, 30 patients who were treated with VEN (75-225mg, mean dose 181.3, SD +/- 8.8) were included. Before inclusion (day 0) and throughout the study (days 14, 28, 42, 56), the severity of pain was monitored using the visual analog scale. Results The patients treated with ESC, NOR, and VEN did not differ in the intensity of pain at days 0, 14, 28, 42, and 56. Conclusion Our results do not support the hypothesis suggesting the superiority of VEN over ESC and NOR in the management of UPPS in major depression.